I have always wondered about this- I know many, many great female musicians, but with only a couple of exceptions, they play music that is within defined structures- either they sing, or they play a string instrument in formal classical style. On the other hand, the male musicians that I know play a much wider variety of instruments, play a much wider variety of music, and generally seem to engage in... more creatively demanding/improvisational/open-ended music as a whole. This is just my personal experience, but it's a trend I've noticed for years. I've seen many VERY talented female musicians cower in fear at the idea of sounding something out without music in front of them or improvising. At the same time, I've seen much less talented male players take on the same task without a second thought.
Why is that? I'm not sure, but I don't think it's because girls are somehow inherently less interested or able to perform interesting, creative stuff. I believe it's cultural- the expectation of, um, demure/humble/etc female behavior hasn't taken its leave of our society just yet, and so as we stand today it seems like there's somewhat of a gap between expected female behavior and the aggression/confidence/etc that playing music outside of a formal structure demands. It's a shame, because the couple of girls I know who are really good and know it are very much able to participate in music where the creative expectation is open-ended.
I'm speaking of instrumental players here, not vocalists. I think vocals are kind of a different matter for some reason, but I am having troubling putting into words why that is.