While the generalization about men/women is retarded, if you said "women sound better than men IN GAMES WITH A CHOICE OF MALE/FEMALE LEAD CHARACTER", then yah, I tend to agree.
I don't think it says anything important about actors of any genders, I just default to female lead when given a choice.
I probably don't have a huge experience to draw from, but in Tony Hawk's Underground, Jedi Knight 2: Jedi Academy, Saints Row 2, and Mass Effect 1/2, I found the female lead actresses to be much better.
It could have something to do with my being male, thus the female voices are slightly more alien to me and their flaws less obvious. Or maybe I can just imagine they sound sexy.
Or maybe both Jedi and ME feature Jennifer Hale, who I've had the most MASSIVE crush on since Knights of the Old Republic. She unbalances this whole thing by being my favorite voice actor period.
On a related note, I will never forgive Team Ninja for not having her in Other M. She was Samus in Metroid Prime! I have numerous problems with M, but missing that obvious choice was the worst.