Anna Quindlen

This sense of women reading, reading, always reading, was in fact reinforced by what I read […] There are very few books in which male characters, much less boys, are portrayed as devoted readers. Actually, there are far fewer coming-of-age books for boys in general, and most are unabashed action stories: raft rides, pirate ships, and battlefields. By contrast, friendship and reading are the central themes of much of the best-loved literature for girls.
When I was younger, I figured that this was because we women had so little to do in the world that the closest we would ever come to real life was to read about it. In fact, that’s probably why I loved reading so myself; part of my dissatisfaction with my life was clearly, in retrospect, a dissatisfaction with the traditional roles available to me as a girl at the time, neither of which—nun or housewife, take your pick—particularly suited my temperament.
But it may also be true that the psychology of women lends itself to a keen interest in the vicarious experience of life.