There are tons of reasons, and individual variability also exists, some men have a harder time losing fat than some women, but broadly speaking, here are some reasons.
Lower Total Mass: Women generally tend to be smaller than men, and as a result they carry less muscle mass. Less muscle mass means fewer calories are burned when moving/exercising. So if a 180lb man and a 130 lb woman had to both burn 500 calories, the woman would have to workout harder and longer to achieve the same calorie burn, as a smaller body burns fewer calories
Smaller Calorie Deficits: A woman’s smaller size also results in a lower calorie deficit. For example, a man who typically needs 3000 calories a day to stay at his current weight, could cut 500 calories from his diet, and that would represent a 16% cut in calories, which is not very severe. It’s quite sustainable. However, if a woman who is smaller typically requires 2000 calories a day to stay at her weight, then proceeds to cut 500 calories a day, she’s automatically at a 25% calorie deficit. The body reacts much more severely to a larger %age, and it fights back harder. So a woman’s body will adapt to the fat loss attempt much faster (increase hunger, increase cravings, regulate hormones, etc.)
Hormones— Speaking of hormones, men have it real easy. Testosterone is the governing hormone in men, and after full maturity and adulthood, remains fairly stable, and slowly declines over the years as a man age. However, a woman’s body is a cocktail of different hormones, with estrogen and progesterone playing significant roles, and these levels fluctuate wildly from week to week, depending on the stage of the menstrual cycle. These hormones have evolved to support getting pregnant, carrying a child, and breastfeeding after childbirth., all of which are calorie intensive activities. As a result, these hormones work against attempts to lose weight, because dieting/losing weight can make it harder to conceive.
Total Strength— Again, this is a sweeping generalization, but women tend to not be as strong as men, and so when they exercise and lift weights, they don’t lift as much or as heavy, and burn fewer calories. Most women who deliberately force themselves to train with super heavy weights often find that the weight loss happens much faster.