I have to say I know girls that play video and PC games, but I haven't seen one playing a grand strategy game (that is until I read this forum).
Lets see, my cousin, who was a writer a gaming magazine; another cousin who mostly played NFS; several friends (girls, but just friends) who were giving me a hard time at CS; I have met girls playing strategy games like Warcraft, Starcraft and Cossacks; I know some girls that played GTA; there are girls on browser games, I played Second-Home, Utopia, Ikariam, Tribalwars, Travian and other and I had encouters with them.
So from this it seems that girls are showing interests in games, but I think a grand strategy game is too much for them (or for more than 99%). No offense, but this is my personal opinion.