I used to play EU4 when I was younger. I used to like using cheat codes so I could make Wales conquer most of Europe for keks.
It’s not exactly an adrenaline fuelled instant fun game like a first person shooter or RPG but if you love history and alternate history then it’s awesome; it’s cool when you get good at it and start conquering other places; weird alternate history like the reformation starting in Italy.
I think a lot of stuff like this boils down to the fact that women are way more conformist than men. Things that are popular and mainstream and present in the general culture there will be women/girls. Back in the day when Call of Duty was massive, girls would play it just because it was so popular and talked about commonly. Anything outside the mainstream or seen as unusual or genuinely uncool (not ironically uncool), women tend to steer clear of.
Also, women tend to be a lot less interested in stuff like war history and international relations/geopolitics in my experience. International relations is one of those uni subjects that is dominated by men. The evolutionary reasons for this are not clear.