Jeez.... how many of these threads have we already had!
First, by headphones, I assume you not including ibuds, etc. I also assume that by "like", you mean like enough have as a hobby. Now, there are girls and women who like headphones. I myself am a woman and I love them - the bigger the better (well really, the "better" sound the better). I don't know any guys (except for the people that I have met on head-fi) that are into headphones so in my world, it is the guys who "don't like headphones." Anyway, it is probably the case that, in general, one should not make sweeping generalizations like this.
If you want to ask why there aren't as many women as men who LOVE headphones, then that is a different story.
My 2 cents...