There are two aspects to consider, the biological and the socio-psychological one.
On the biological side, it is generally thought that there is an autoimmune aspect to long COVID, that is, the infection may trigger a process where the immune system attacks proteins or molecules that are innate, that are part of our bodies; this generates a widespread dysregulation of the inflammatory response and the immune system in general. We know that women are predisposed to this kind of attack. That's a tentative explanation regarding the biological aspect.
The other aspect, which is more related to a societal role, is that women are more likely to go to outpatient clinics. We saw this in the population of patients who had COVID‑19 and were not hospitalized in the acute phase; there were many more women. There is also the aspect that women may have been exposed to a higher viral load given their work and professional or personal role. This too may be an issue in developing long COVID.