Actually, it's a male who brought this into my group, because he was assaulted, obviously, by another man, which often happens, and they prefer to talk to women. They would like to have the choice.
Also, it is proven—I don't have the research on that—that in peer support, women heal better when it's women alone, but if it's with other men, they tend to stay quiet and let the guys talk, so the healing process is not as good.