I go by the golden throne (the web comic) theory:
Girl gamers are simply a myth. Some claim to have seen them, but it has never been able to be prove it.
If you do find one (assuming they do exist), never try to start a "relationship" with them, since this will lead to less gaming time and less money for models since the girl gamers are assumed to make you support their gaming time and buy models for them instead.
On a serius note though:
In my gaming area there seem to be almost no 40k girl gamers, the one i know has been drawn in by her boyfriend, but there seem to exist more on the fantasy side though. Not many, just a some few, but more then in 40k at least.