I think Joe Offer's observation ties up with the fact that you get more women in church than men, and more men in pubs than women.

In my time anyway, I think it was true that more young men learned to play guitars and so forth than women - there's a stage in life when young men are waiting around, trying to make themselves interesting to young women who aren't too interested in them, and learning to play the guitar used to be one way of filling in the time. Meantime the young women were off going out with older fellas who already played the guitar, so they didn't get round to learning to play.

Also, as someone pointed out, when your voice breaks and you sound embarassing, playing an instrument is a survival technique, and that doesn't happen to women.