I've thought about this a LOT. I think it's linked to what a PP said - it's the way women are brought up and expectations and in the case of driving, that often translates into women not actually being taught properly. this is then combined with the way boys, then men, are encouraged/ expected to be all gung ho and not scared.
eg, teenage boys, even if scared, would not admit that when, for example, an adult asked if they wanted to drive at 14 (illegally). Girls probably wouldn't be asked that and if they were scared, that would be okay.
Ditto driving lessons - expectations for girls and boys are often different. eg, talking to friends as a teenager, I was quite surprised to discover how many of my female friends were delaying driving lessons or by week 5 were still in only 2nd or 3rd gear. My male friends started their driving lessons pretty much the week they were eligible and were driving on the road v quickly. I have a number of female friends with birthdays at around the same time as me but I was the only one who got my license immediately after I was able to - the others didn't feel ready (that wasn't an option for me - my parents had a strict, "as soon as you can drive you must do so" policy). This was prior to the summer of our final year in high school and as a result, in my circle, it was the boys and me doing all the driving that summer.
Interestingly, a lot of the boys I grew up with were also given much more access to family cars when they first got their licenses. Again, so did I, but for a lot of my girl friends, that was not the case. There was also quite a bit of old fashioned rubbish where and when I grew up with the boys being expected to drive the girls places.
All of this translates, years later, into these women not having the confidence and experience to drive when conditions are less than ideal.
Also, I'm still bemused by the fact that you can't drive on motorways in this country until after you get your license. Again, based on my theory that even if they ARE scared, men aren't "allowed" to be, I can easily imagine a situation where teenage boys force themselves to do it, learning in the process, while girls don't.