there 3 main reasons for this:

- watching a woman running away from something/someone usually looks more authentic
- woman are like cats both can get scared easily but they fight back when they feel like it (you fear more for the characters well being if its a woman i guarantee you)
- running away from the "big bad dog" feels more threatening if you have a cat (woman)

Because women are hot.

to add the fear.you see a woman and you think.weak,fragile it's noway she can survive.but she does.

It's that thought of being more vulnerable against the opposite sex and surviving those horrible circumstances by themselves and/or saving other people along the way which makes it more popular at the box office.

Why does protagonist always step out of the house when they hear a strange noise from outside?

Men always sacrificing their lives to allow the women to trip, stumble & flop their way to freedom, saving her.

Better question: Why are horror movies always filled with the most intellectually inept and combat inefficient people in the verse?

Take Aliens. Ripley spends the second film being lead by a group of highly trained marines which get made fools out of for 2 hours until this woman, who's occupation was 2nd in command on board a Mining vessel, only to out-perform the entire unit by herself after a few minutes of training with 2 heavy duty guns she shouldn't have even been able to hold for as long as she did?

How does it make sense that the marines were useless but the Minor was the toughest? She's encountered it before? Please. She saw it twice and blasted it out of an airlock. Hardly the experience required to best a race of creatures who obliterated an entire colony in just a couple of days and, for all intents and purposes, are damn near bullet proof AND are just as lethal to kill due to the acid blood.