I read this article that suggested that women, and people who believe in astrology, are more likely to have an "external locus of control" - that is, they are more inclined to believe that things happen to them rather than they make things happen, compared to men and astrology skeptics. About 28% of American women believe in astrology versus 23% of American men, so at least in one culture there is a gender gap when it comes to belief in astrology.
This could be because of the power dynamic between men and women - arguably since men have more power it's more reasonable for them to believe they're more in control of their destiny than it is for women, and this could explain why women are more likely to believe in astrology and the supernatural in general. I've heard that LGBT people as a group are also more inclined to believe in astrology.
Women are slightly more likely than men to be a 'J' type as opposed to a 'P' type. The key difference between Js and Ps is that Js feel more of a need to make order of their external environment compared to Ps, who are more "go with the flow" when it comes to organization.
I think this is because Js have a more externalized locus of control. They tend to be less confident than Ps in their ability to change their environment and circumstances, so they develop their extraverted judging functions (Fe and Te) more. I think this is also why they are more attracted to tradition, religion, and authority than Ps. They see the world as a more threatening place and have a lot of admiration for people who keep things orderly.
Ps, I think have a more internalized locus. They don't feel like they need to do as much to change and adapt to their environment, because they perceive themselves as being more powerful, so they're a bit more "lazy" about structuring their life. They also tend to be less receptive towards authority because they view authority as threatening their freedom, rather than increasing their security and safety. Religion and tradition are less appealing to Ps I think for the same reason - Ps are more likely to view them as threats to their autonomy rather than as comforting.
For the record, I'm an ENFP and I'm religious, and I become more conservative the older I get (I'm 29), but I was liberal and agnostic/atheist most of my life.