I would argue that the reason mostly guys play these types of games is pretty simple. It is all about the mechanics and gender specific preferences. Because guys are by all means stronger, it is how we are conceived still due to evolution, we like games that are tailored to that. We like shooters, macho games, and strategy games. Strategy games because it is all about conquering, which means soldiers, which boils down to a more complex shooter/fighter game, except you are not the one shooting, but the one commanding. In Paradox Game, you are in charge of thousands, and millions of soldiers who go about and kill for your pleasure.
Women on the other hand, being physically weaker than us, again due to our evolution to date, prefer activities and lines of work where they use their minds more, which is their strong point. I for one personally believe that if you get a man and a woman, with equal upbringing, education and abilities, the man will win most physical challenges, while the woman will win most intellectual ones. As such they prefer games that are either casual, or require them to use more of their mind power. Now strategy in itself is consuming for the mind, but honestly... it still boils down to soldiers and swords mostly in the majority of games. So they are not challenging for girls. Paradox Games, good as they might be, they are with the exception of Victoria 2, map painter games. The only activity you have is conquering the map and painting it in your color. There is no peacetime occupation. And if there is, it is limited and uninteresting. Vicky 2 lets you play politics and industry, and that is about it, but even those two are limited, at after a time there is only so much you can do.
So simply Paradox games do not offer enough challenge for girls, there is no real and meaningful intrigue, no real peace time building of a province, other than clicking the same stuff if you have money. There is simply no real meaning occupation other than war. My wife for example thinks the games I play, Vicky 2, CK2 and EUIV are boring. At the same time when I play a good RPG, she likes to watch me from time to time. And I even got her to play Space Engineers, and she does play quite a bit, given she is not a gamer, due to the challenge of building new and formerly impossible things.