Female fans may or may not support female musicians on an individual basis but one thing almost all female fans do is support male musicians. As we should, of course. Unfortunately, the reverse isn't true as often as it should be--a lot men still harbor prejudices against female musicians. On top of that, a lot female fans have absorbed that prejudice and also dislike female musicians out of hand.
The situation is simple enough--male musicians can expect support from men and women, whether they are sexist or not. Female musicians can only expect support from non-sexist fans. Smaller group of people to draw fans from means less fans. Easy enough to understand.
Marcotte is responding to this post at Feministe: Why Don't Women Download?, which in turn looks at and article from The Guardian claiming that only 4% of legal downloads are by women.
And no, if you're curious, I don't happen to think that pastel ipods are the answer.