Something to consider here: Attire.
Women frequently wear skirts or dresses. Sitting with legs spread very well might show their underwear--or their bits if they weren't wearing underwear. Very few men wear garments without a crotch, sitting with legs spread won't show anything.
Thus women will tend to sit with their legs together for reasons of modesty, this would likely carry over even when wearing attire for which that is not an issue.
Women frequently wear skirts or dresses. Sitting with legs spread very well might show their underwear--or their bits if they weren't wearing underwear. Very few men wear garments without a crotch, sitting with legs spread won't show anything.
Thus women will tend to sit with their legs together for reasons of modesty, this would likely carry over even when wearing attire for which that is not an issue.