I have been thinking the same thing. A couple of years ago they had an article on how fast the Grimm Reaper was at walking They pretty much looked at the average walking speeds of inpatient geriatric patients and whether they died or not. They hypothesized that the cut-off was the maximum walking speed of death. Great stuff on a simple study, even though i am sure I skipping some components of the study.
A basic problem with the analysis is that, I suspect, most of the stories come from societies with advanced technologies (because that is where most news stories are generated). It is possible that economic/technological changes inherent in modern industrial societies lead to changes in behavior tied to the workplace that explain differences falsely tied here to gender. For example the jobs males do might create stresses (or socialize individuals) in ways that cause dysfunctional behavior. As an example workers in industrial plants (heavily male traditionally) might drink heavily after work either do to the stress of the job or because it was expected social behavior for employees.
In this case job->socialization/stress-> alcohol-> dangerous behavior is the real causal mechanism not gender. Gender, and social norms, are moderators that drive males and females into different work environments.
Makes me ponder the possible evolutionary explanations (assuming it is biological and not merely social). Is increased male risk-taking adaptive from a group selection perspective? A co-evolved by-product of some other adaptive trait (like a readiness to fight for access to mates)?
Or, maybe God just decided to make men braver than women because he knew men were going to have to take the lead in building the ark, leading Israel out of Egypt, fighting the battle of Jericho, killing Goliath, defeating the Philistines, serving as Jesus' disciples while taking a lot of heat from the Pharisees and Sadducees, spreading the Gospel to the entire Mediterranean world despite persecution, and being the head of the family.