For the same reason there are more men in drug rehabs and stripclubs. Men are drawn more to high risk activities. There are exceptions such as Lindsay Lohan.
I wouldn't call going to a strip club a high risk activity, unless you're referring to your wife finding out, or the guys who give all their money to a stripper. However, I do concur with the addiction to risk analogy in general.
I can't wait to see what Stock777 has to say about this topic. I agree with the risk theory, men tend to be more thrill-seeking, women more rational. Except the one I married/divorced...LOL!!