As for why do women prefer fantasy over sci fi? Damn, I really don't know, but I too have noticed that. Normally I am really quick to speculate on the inner workings of female behavior, but I got nothing.
This is probably pretty easy to explain actually...
Women, from an early age, are socialized away from the very things that might have translated into an interest in science fiction. Think about it, even as kids, boys are necouraged to like things such as rockets, robots, computers and machines of every sort...i.e. the things that are at the heart of science fiction. Girls on the other hand are forced fed images of faries, princesses, handsome princes, evil witches, magic etc.
Just look in the toy isles in stores. The boys are being largely being shown the technical world of today and the adventure of the world of tomorrow. Girls are being shown pretty things and images of a fanstatic mystical past.
Some women rebel against that sort of socialization (and it becoming a bigger issue these days since its been discovered that it impacts the willingness of women to go into things like the sciences) and do their own things and comout as the rabid scifi fangirls that we all know and love
Others go with the flow and end up more as followers of more adult versions of the fantasies that they grew up with.