The studies that I've seen suggest that it can be a little more awkward for a man to sponsor a woman. There are a lot of cultural things around.... You know, they do the same things as guys do. There was mention of a hockey game; they go to the hockey game together. There tend to be gender-divided activities that make one gender more comfortable with the same gender. I think men may fear looking as if they're predatory; so there are those kinds of barriers as well. That's why it's important to signal to men that, hey, it's okay, we're all sponsoring women, and to make it more accepted.
I certainly have seen a lot of female-to-female sponsorship over my career. I'm a member of the International Women's Forum, for example, and we make a very concerted effort to identify and tap younger women and do more than just mentor, but sponsor.