Now don't accuse me of being sexist, because I'm not. I'm speaking in generalizations, not stereotypes.
The truth is that men and women are wired differently: physically, emotionally, and mentally. By 'mentally', I mean that we tend toward different learning styles. The learning styles include Visual, Auditory, Kinesthetic, Spacial, Mathematical/Logical, Interpersonal, Intrapersonal, and the newest one to be added, Natural. Each of us tends toward one or more of these as the best way in which we learn, but in general, men tend more toward logical thinking than women do. (I'm a teacher, by the way.)
Wargames are tactical, strategic, mathematical games that require lots of logical thinking. This is not something that most women are naturally drawn to, so they don't tend to be interested in these types of games. There are always exceptions. That's the nature of a generalization -- it is true in most cases, not in all.
That's why I don't worry that my wife finds such games mind-numbingly boring and thinks they're childish. I feel the same way about sewing and scrapbooking. That doesn't make either of us wrong, just different in our personal preferences, which happen to fit the learning style generalizations well.