I don't think that's really true. Once you push girls out of "this will make me a loser" mind sets we tend to be about just as into the games and just as good. I've seen this the most playing DnD and Catan since it's easier to remove the stigma if you do it as a group. The few girls I've convinced to play grand strategy ended up liking it a lot too and being pretty good.
Paradox games in particular are really bad for getting new gamers to really get into it. I'm sure we all remember those first few hours of our first pdox game where nothing made any sense and everything was frustratingly hard to figure out. I know I would have never gotten into pdox games if it wasn't for the fact that I watched a lets play and realised it does get a lot more fun later.
As the local, female Pen and Paper DM (mostly D20: Pathfinder and trying to get my group into 13th Age, but also Call of Cthulhu, Traveller, Legend of the five Rings (this one as player, not GM) and others), I can tell you that: I have found (in where I live: rural Spain, not a good example of the western world. Moved to a bigger city when I started college, though), that I have found other female players maybe a bit less interested in starting (easier to convince a guy to join the game), but, once they are in, the most loyal and interested in continue playing XD
Curiously, that was back in my town, when I came to the bigger city, with a relatively large nerd community, allmost all PnP-players that I found were male (two girls tough: one a competent, really good player... In a game group I dislike and left, and a disinterested "I´m only here because my boyfriend is" one). Never thought in that, but I guess that, as the gamer arena was just starting in my town, there were less stereotype about them, more "Hey, let´s prove that new thing!" than "I can´t join an stablished, mostly male group without being seen as an outsider".
Just food for thought from my personal, limited experiences.
ABout the first hours of my Paradox games: Bizantium, next, I think, Ming China. EUIII. No idea I was doing, just moving sliders, gaining inflation and losing wars. Get bored of the game after losing everytime, stopped playig, get back to Medieval II and Rome. Next year, I pick Victoria II, really like it, found it easier to get intro, loves the era (thanks to the game, I became a Victorian-era fan) and plays it a lot. Then, I decide to try back EUIII, found it easier than the first time, and ends liking the game a lot.
I think a lot of people have a first experience like the mine, to quit the game, but, sadly, just to never have a second experience, then, shelving the game forever.