Why do you assume they do? Check out all those ghost/Bigfoot/imaginary monster reality shows, websites and books, they're predominantly male.

As for your question... you know, the very fact that you ask it in this way makes you sound like a misogynistic asshole. (Hurr hurr all those ladieez and their irrational, emotional thoughts!) Maybe you're not, but if that's the case it's a smart idea to have a good long think about why you come off that way.