I rarely see women doing gambling but one of the reasons is that because of friends they will accompany their friends and have fun meaning they are into entertainment and at the same time they are bonding with each other if this is a physical casino.
Most women play at online casinos now just to be safe, and their reason is the same as ours to have fun or might be wanting to win a huge money to spend on something else
I've been playing for years in casinos especially, physical casinos, and at every table that I've been sitting there is always a woman sitting and playing/gambling. There may be a lot of reasons why they are gambling, one reason is that they practice their social skills by meeting new people and also to socializing with other players. Gambling or playing is not always you want to win huge money but also to have some fun and bond with other players.