[warning: see follow up below for correction]
Great question! I ran this by Dr. Ray Fish, in our bioengineering department and here's what he had to say:
"The amount of current needed to have an effect on muscle (stopping breathing by affecting muscles of respiration or stopping the heart by stimulating that muscle) depends on the current density, the current per unit of cross sectional area. Since men have, on the average, a larger cross sectional area, it takes more total current to have a given effect. In animals, needed currents for various effects increases with weight. There are probably other reasons, but this is a major one."
The important thing here is that when electric current flows through a person's body, it mostly travels through the muscle tissue. Since men tend to have more muscle than women, the current is more spread out. And if the current is more spread out, it will take a higher total current to damage any particular spot. There is quite a bit of variation in the body structures in large groups of both men and women, and so these numbers probably represent either averages or medians. Certainly there are lightweight men with little muscle, and also very muscular women.
If you are a student at U of I and are interested in this sort of stuff, check out Dr. Fish's spring-semester course on the Physiology of Electrical Injury
(published on 02/09/11)