I know that used to be a rule many years ago, but I was under the impression that slacks or pantsuits were acceptable business attire for women just about everywhere.
Also as a female that wears both sexes's clothing, the fabric on women's clothing is far thinner and less insulating than the fabric on men's clothing: I'm substantially warmer when I wear men's clothing (but again, that's not professional). On the other hand, women's clothing is softer and stretchier.
I work from home and in my pajamas now, but there are other variables contributing to the male/female office temperature debate.
Personally I think offices should just have 2 or 3 zones and let people work where they're most comfortable. It would probably be the most productive too.
The game is equally rigged against men cooling down, as many offices also have formal or informal rules against men wearing short trousers and T-shirts.