We have both female and male gamers for all our game series and the number of female gamers are increasing on a daily basis.
Our latest games - Europa Universalis IV and Crusader Kings II - tend to have more female gamers than we previously had and it might be as simple as the fact that the games weren't as well known before.
A lot of men and women that have discovered our games through EU4 & CK2 might have played other strategy games before finding grand strategy.
However we can see that both men and women that discovered those games becomes interested in our earlier game series such as Hearts of Iron III and Victoria II.
regina
You mention a certain reason for the male demographic has been missed here. Males tend to get into less popular things more than females. Males are more common in underground music, cult film, or just unpopular game, film, and music fanbases. Maybe it is because of the higher sociality of women. They tend to get into things recommended by their friends than search on their own (you can see most women mentioned here are girlfriends/wives of players)
I must mention this is only my impression and if someone can prove/disprove this with statistics it would be great.
About the "It's how society wants them to be" vs. "It's biological differences" argument here. This question is a classic nature vs. nurture argument. I believe that like most things in a man/woman's character it is a combination of both. The natural tendency of women towards things has been turned into a social dogma, to the point some women are afraid to go against it.
Also, about the difference between believing women are different than men and just being a stupid sexist: saying "women tend to be more x than men" is okay, saying "all women are x" is not. The difference is in tolerating difference. That means if a girl is not into normal girl things she shouldn't be looked upon as weird and as an exception