Baldness is related to the testosterone level which is naturally higher in males than in females. Baldness is caused by DHT, a testosterone derivative produced in the skin, and the degree of baldness depends on the hormon receptors present at the hair follicles. DHT tends to have a harmful impact on the hair follicles tending to slow down the hair regrowth process causing balding at a much earlier age in men than for women.
Women do go bald, but that is more due to aging and or medical conditions.