To add to what Migeru already replied. Women are more likely than men to engage in unpaid work such as housework and childcare (not to take away from the fact that some may be sunning on some beautiful beach somewhere but I'd say that's the exception). My favorite example is if a man marries his full time housekeeper she goes from being part of the labor market to being out of the labor market even if she continued to do the exact same work. Another example is the case of a couple I know. He is an eye doctor and she does all the accounting for the office. He's self employed and she does unpaid accounting work for his office. If she wasn't his wife she's be an employee or he's have to do the accouting himself.

Other reasons individuals could be considered out of the labor market is if they are physically unable to work, but there I would not expect a big difference between men & women.