Most women don't do things that require hand and eye coordination working in unison with each other might be one reason but not the only one. Second they have never done it before and don't really know how to do it.
It takes practice and motivation to succeed. Many people, both male and female, do not have these qualities. Many women have naturally superior eye/hand coordination, so a good female dart player might be very good indeed.
Same reason some males are. Lack of coordination, lack of familiarity with the game, and lack of practice.
That is just how some of them are. Maybe they are just pretending or maybe they really are that bad.