Check out the lengthy discussion on the post How did it come about that men wear pants and women wear skirts. You'll find that there are numerous reasons depending on the society we're discussing. It's more a question of why women began wearing pants so much later in history than men, since skirted garments were once common for both. One big reason is the advancements of women's hygiene products in the 20th century that allowed women to not have to worry about hiding rags or other bulky methods of absorption under loose skirts.