They didn't. It's just a coincidence that the "s" has fallen of many Italian names and words (like consonants in general - most Italian words by far end with a vowel) and so some of them happens to coincide with the female version of the name in other languages. "Andrea", for example, has its origins in the Greek name "Andreas" which is a male name and rougly means "manly" or "masculine". Same thing goes for Nicola which of course is just the Italian form for "Nicholas" which also originally is a male name, it too from Greek.