It's an exaggeration but there might be some truth in it. For example, J. K. Rowling was advised by her publisher/agent to use those initials rather than a first name because a feminine name would have discouraged boys from reading her books.

On the other hand, I read somewhere that a lot of romantic novels (Mills & Boon, etc.) are written by men using a feminine pseudonym so probably someone should check the stats to see if there really is an asymmetry here.

This may be true, but only insofar as men don't read many books, period.