I wonder how the Democrats' reaction would have been if it was Newt Gingrich, not Bill Clinton, who was the accused. But partisanship doesn't explain all of the gender gap, since the mostly-male anger I heard came mostly from liberals. Clinton won overwhelmingly where I live. Yet, when Clinton supporters jump ship in reaction to Monicagate, it appears to be the men who are bailing out first. So I have a few additional theories.
Women tend to be more vulnerable to changes in economy and government safety net.
For people who need help, generally speaking, Republicans are from Mars, Democrats are from Venus. Expect the worst and you won't be disappointed. Women have lower expectations of men in matters of the heart than men have of each other. They are more accustomed to watching real people work through family dysfunction far more shocking than anything of which Clinton is accused. The Effectiveness Gap.