Because of experience
More often than not, girls that play MMOs are smart enough to take advantage of that fact, and that is fine...however that same advantage will be used to turn guildies and "friends" against each other.
Ive been in countless guilds and in each there was a girl (or a "girl" played by a guy maybe) that was flirting with the officers and getting extra loot, privileges and what not.
You cannot predict what will happen when a often socially akward girl (or guy) is used to never getting any attention from anyone, then you throw that person online and suddenly in the females experience there are countless guys constantly talking to her, whispering, in guild chat and making attempts at getting to know her. It is a very jarring experience that can send these girls into full blown drama queens, the game becomes secondary to the entertaining drama she can stir. A girl goes from a nobody, a ghost, a girl nobody would dream of even talking to, to a full blown queen diva, who commands several white knights under her rule. No wonder they go crazy with power they dont know how to handle it
Take that and then take the fact that you have socially akward males who arent used to talking to females much, then suddenly that officer or GM is getting constant attention from a female, it makes people crazy.
Are all girls like that? Of course not, but in most cases the ones that do play MMO's tend to be that way, giving a bad name to the normal females who just want to play WoW and be left alone.
From a guilds perspective, its just not worth the risk. Too many examples and first hand experience what happens.
TLDR: Both males and females can act crazy when put in a unknown position, because MMOs are largely played by males it means that females are a special commodity and they get treated as such, this turns females into full blown drama queens. Both are at fault, and its just bad news to mix them.