Interesting observation, Alan.
Yes, I've encountered it with female dancers as a dancer and caller. However...it isn't quite the same. I suspect it is both more apparent and more pronounced with men, AND that once they've braved the waters to come dancing the experience of it may be less likely to cause them to stop dancing than it is with women.
Here's my reasoning:
Even though squares and contra are not even close to being true lead/follow dances, the men's role is still imbued with more directional control and responsibility in things like properly positioning swings and managing courtesy turns. A man who persistently fails at those will be more disruptive and obvious than an equally incompetent female counterpart due to simple physics and the nature of contra choreography. There is nothing to tell him that HE is the problem, and if he has never seen or experienced a truly successful set he doesn't know any better.
There is also a more significant social component. Men tend to be rewarded for acting confident and penalized for seeking outside validation, so much so that we do it even when we don't know what we're doing. Women experience the reverse situation and are likely to be criticized (or feel they will be criticized) for being confident even when they obviously DO know what they are doing. That means a struggling male dancer is more likely to go confidently wrong than a woman, while a skilled male dancer is more willing to confidently "assist" a difficult partner than his equally skilled female counterparts. Conversely, a struggling female dancer is more likely to accept assistance and willingly perceive the problem than a man is.
There is research which has been done on false confidence, where people who possess highly above-average skill will tend to underestimate their own knowledge and overestimate that of others, while those who persistently fail to learn will tend to do the reverse. This sort of persistent-beginner dancer may actually believe that he is learning at a perfectly fine rate.
Another piece of research that I think is relevant has to do with the different reactions men and women have to the same act of failure. An assessment was done of failed funding attempts on Kickstarter. What the researchers discovered first was that a repeated effort was more likely to succeed. Then they broke down the behavior by gender. When male entrepreneurs failed to receive backing, they were highly likely to repost the same project until it succeeded. A female entrepreneur, on the other hand, would scrap it and try something completely different--if she tried anything at all. The researchers interpreted this difference as being caused by relative internalization of community commentary. (I haven't read the original papers, and learned of both topics through NPR. I can dig up the citations if anyone is interested in learning more.)
Anyway, if that conclusion is correct, male versions of these problem dancers may stick around despite repeatedly failing, while the female of the species realizes something is wrong and jumps ship. This is probably especially true if the men are receiving any sort of encouragement or positive feedback at all.
Just some thoughts.