I've noticed the gender split between fantasy and sci fi, too, but there's also a gender split by media. Movies and video games tend to be made for young males, TV skews more female (especially broadcast) and as for novels, no idea, maybe women read more novels than men.
So if sci fi dominates movies and video games while fantasy dominates TV and novels, that might add up to the same total hours of media consumption for both males and females, meaning everyone is getting what they want in the free time they have, it's just being split differently.
And both sci fi and fantasy are popular, just in different proportions by gender and media type. Hard to even tell if one is more popular than the other, overall.