Actually, women are on the fence about it. I've seen women celebrate for not wearing a mask, which matched my suspicions that the only reason they are following along is for social proof. In reality, not being able to travel or go out and have fun hurts women more than men. For me, for instance, not a lot of my life changed. I'm very good at conserving money already and most of what I do doesnt require many people to be having fun either. Whether that's buying a book, hiking, running, or whatever. Women on the other hand thrive in mall, bars, and other entertainment settings. To them, they spend frivolously.
As a summary, women are far more likely to throw away their masks right now than men who are adamant about it mostly due to their nature. At the same time, yes, women are also more likely to be fearful, but don't ever forget: women can hold contradicting thoughts in their head with ease! So what seems like a catch-22 to us is simply a normal day for a woman.