As has been repeated, men have pretty clear physical advantages - especially in the area of muscle mass, but I would say a lot of it is social and mental. Testosterone and "male-dominance" play a big part. You get a group of males together and you see a lot of attempts to one-up each other. You get a group of females together and there is less of that push to compete, though it's usually more of a supportive atmosphere.
PowderHound and TreeNinja