This has been the common wisdom, or at least a stereotype, for quite some time, but apparently female players really are more likely to prefer healing than male players are. The Daedalus Project, one of my favorite sites about MMOs, has published some new results. The site focuses on sociological research about MMOs and MMO players, and among other things, the new results look at the gender and age breakdowns of how MMO players would respond to various hypothetical questions.
There were four questions asked, although one of them is only slightly applicable to WoW. For nice charts (as seen above) and full data, see the site, but I'll summarize the interesting points here, question-by-question. Note that it's possible that this data, being an aggregate of players of different MMOs, does not represent WoW well. I doubt it, however; given WoW's market dominance, most of the respondents probably are WoW players. Edit: note that in my summaries below, I'm merely point out trends, not causes. I'm not trying to say (for instance) that girls heal because they're girls; there are many other factors at play here.