I worked in a bookstore. We had way more regular female customers than male customers, and more women applied to work there (and passed the test we gave them to match books to authors) too.
I think it's because television and movies generally feature male protagonists and male-dominated story lines. Women are generally there as side-kicks, one-dimensional sex-bots, or damsels-in-distress.
Literature has a lot more female protagonists in all genres. Female detectives, female vampires, female assassins, female space ship pilots, and female knights are things you see all the time in literature, but not so much in movies and other media.
Also, sad but true, women tend to have less free time than men. A book is something you can stick in your purse and read wherever. A television isn't portable, and it's not something you can pick up and put down.