Precolonial Zambia (which itself--as Northern Rhodesia--is the amalgam of two lobes in 1911 under the British South Africa Company; they were the negotiating force up to 1916/1917, not the British government per se) had four major entities in the centuries prior. These were: Eastern Lunda kingdom under the Kazembe dynasty; the Bemba or Wemba under the successors to King Chiti; the Lozi or Barotse kingdom under Lewanyika that managed to maintain a great deal of autonomy even under the BSAC; and the multinational Chewa complex whom I know much less about, although its Phiri clan was prominent among educated Zambians at independence.
None of these four are what I would term matriarchial or strictly matrilineal. They were kingdoms where male lineage was the crucial element of temporal authority. However, women's power in these societies was still enormous; matrilocality and matriclans were vital in power struggles and succession, women had major advisory roles and could have local political power in certain areas, and women could exercise certain kinds of social and political power (especially connected to spirituality) that men could not. That, indeed, was diminished if not dismissed by Europeans, who assumed that true authority was male all the way up and down.
Insofar as women's power was diminished with the coming of the BSAC, it had to do with the Company's support of male authorities against women who had wielded checks on their power--a common element of rule that skewed the gender dynamics in African societies and became naturalized by the end of the colonial era. So if the "majority of traditional leadership" means all levels, within a society, even if that society is centered on kingship and chiefship which are male, it's possible to make the statement that much traditional leadership did accrue to women, and it's undeniable that women's power in political matters collapsed under colonial rule.
So there's some truth in the statement, but not all of it; I'd be interested to hear details about precisely which societies were considered led by women. I was looking for a sign of this in BJ Phiri's recent Political History of Zambia, but he really starts with the Company. It's not handled systematically in Vansina, Curtin, et al., in any case.
[edit: I should point out that men connected to chiefship and kingship in the colonial era have another reason to blame the British and BSAC for the gender disparity--it diverts attention from their own role in accepting that shift and prospering by it. It's a cynical way to look at the thing, but I see it operating in the discussion over so-called traditional leadership and its power in South Africa today as well, as a way of muddying the issue of the exclusion of women's voices in rural communities.]