I don't know what reasons Microsoft had for making the program exclusive to women, because I think men would also benefit. Here's my guess: gender affects mentorship. An older man having a close working relationship with a young woman, inviting her out to lunch, and getting drinks after work carries implications that simply do not exist with a young man. Having these interactions take place within a socially sanctioned program helps everyone out because it clarifies the nature of the relationship to both the participants and the onlookers.