To my knowledge, women are not born without thumbs, basic hand-eye coordination, or eyes in large numbers. True, some may not have these things due to accident of genetics or chemicals or threshing machines, but as a general rule, women have the same tools to play video games as men do.
Granted, many gamers I know are men, although I suspect this is a function of when I'm hanging out with guys, we talk about video games. But I've never known a woman who was incapable of playing video games. I've known quite a few women who enjoy video games. But there are people unable to believe women play video games.
This is especially baffling in the modern day. It's not like we don't have tablets and smartphones that have piles of games available for dirt on them.
If I had to offer a guess, and really all I have are guesses, it would be this: Games are still seen as childish things, however unfair or silly that idea may be. And men are still largely seen as childish. The bumbling clod is just as popular as the down-to-earth mom, who never gets to have any fun because apparently she's incapable of finding anything with a penis as smart as she is.
Hence, women don't game because they're not childish.
Which, if you think about it, is a fairly childish way of looking at things.