I've been a vocal critic of evolutionary psychology and just-so stories but from time to time they might be right. 
This article by Lauren Sandler combines all the right scientific arguments for why women are more
It even quotes that famous Canadian scientist, Michael Persinger, who not only built a cool helmet, but also won an award for being Ontario's best university teacher. Here's what Lauren Sandler writes.
Researchers have offered many theories about why women are religious in greater numbers than men. Most are inconclusive; all are fascinating. Some investigators locate the engine of belief in our very brain chemistry, and find the female brain far more apt to sense the divine. Canadian cognitive neuroscientist Michael Persinger, the reigning cleric of the neurology of belief, has asserted that the “experience” of God, or feeling the presence of the divine, is literally built into the brain, specifically in the limbic system or the temporal lobe. When Persinger applied magnetic fields over the temporal lobe to mimic the reaction he found in electromagnetic studies, the gender difference was “quite impressive”—that women sensed the presence of a “sentient being” in greater numbers than men.It's not their fault that women fall for superstitious nonsense. Their brains are built differently and evolution is to blame.
“Belief,” Persinger told me, “relates more to how the person relates, interprets, and reconstructs the experience.” In other words, even when men and women had the same response in the brain, women were more apt to attribute it to something divine, “out of body.” Other scientists have found these limbic tendencies particularly pronounced in adolescent girls, concurrent with the final stages of brain development. As Barry Kosmin, a coauthor of the new Trinity College study says, “That's why when anybody sees the Virgin Mary, it's a couple of young girls on a mountainside in Southern Europe.” ....
Some researchers hypothesize that women are hardwired to believe because of evolutionary imperatives. Belief in God—or the Mount Olympus ensemble cast, or a phalanx of wood spirits, and so on—has long been connected with tribal ritual, and formed the center of communities. Women relied on these communities for the survival of their children, while men were off spearing buffalo, pillaging neighboring settlements—or whatever the caveman business trip furnished. The relationship between belonging and belief is an ancient one. It may have resulted in the development of certain alleles connected to a sense of God, or at least a commitment to religion.
[Hat Tip: Friendly Atheist: Science or Sexism?]
