Combination of both main reasons thrown up above: Men have higher testosterone levels (on average), which facilitates more muscle gain; and women tend to work out less rigorously, maybe longer than men, but not more rigorously.
The latter is easily changeable, while the former may happen naturally or you can take testosterone if you really feel the need to be jacked.
Men produce larger amounts of testosterone which is what supports muscle growth and recovery.
Even if a woman did a more intense workout than Pilates and light weights, it would still take a little more time than a male to build the muscle.
I just want to jump back in and mention that people are saying it's because of the difference in the way we workout. That is not true. My girlfriend lifts like I do, bench press, deadlift, squat, all of it. She still has a very thin and feminine physique. It's because of the testosterone. Almost 100% the testosterone.