I agree with what Heidi Cullinan says “One of the reasons why more women are ravenous for these books is that they want to read something about gay men that doesn’t involve them suffering from [HIV/AIDS], committing suicide or getting bullied. I know I was,”.
That's why I avoid all gay-themed books and movies with tragic plots or unhappy endings. ;-)
As for the reasons why this kind of fiction is so popular among women, a while ago I read a very interesting book. It's "Warrior Lovers", by Catherine Salmon and Donald Symons. I'm sure you know it.