Opening statement before I dive into this:
The average female is more empathetic/sympathetic, and while females with a Thinking preference represent one side of the "bellcurve," there's a lot more chance of a female being a Feeler than a male being one.
Personally, I think gender has
very little to do with personality beyond that, the only exception being male's comparatively underdeveloped frontal lobe (though we get spatial awareness to make up for it).
@Priva offers a good explanation as to the higher need for girls to be communicative (and I expect males are expected to be more self-sufficient).
But if it's studies with proper methodology you're after, I can only wonder why you're on an MBTI forum.
@anonimouze123, thanks for bringing up evolution early on.

roud:
For anyone interested, look up "Social Biology Robert Sapolsky" on youtube and there's a series of lectures on the matter. It's good stuff.
@Tea Path
Don't think of it as a natural tendency (i.e all women are this) but as a statistical one (i.e women are more likely to be this); like how males are better at sports (better spatially and stronger physically) on the whole, but that
doesn't mean I'm game to have a one-on-one with a female boxer any time soon.
I'm presuming you're less emotionally available than the average male NF, but if you compare like to like, how many more male ENTJs are there than females?