Thanks for the information on Joyce's response, Necessary Scene.
One of JP's explanations, which I don't think was mentioned above here, is that women may well not be evolutionarily optimised for what suits them, but rather for what suits the woman+child pair.
Increased anxiety, and hence negative emotions, in women, could be an evolutionary adaptation to protecting a child under her care, at the woman's expense.
That could be the case, of course.
The difficulty I have with many evolutionary psychology hypotheses is that it's not hard to think of one for almost anything, especially if we look at something in isolation from the culture in which it happens.
For instance, if boys turned more anxious at puberty and had more negative emotions than girls, we could then argue that this is because of men's role as protectors of women and children which benefits from men being suspicious, ready to see dangers, and ready to act fast etc.