Ok i had an EX that was big into gaming, mostly RP and Board games, She loved watching me play 40k and would often talk during matches about what my plans were and would debate my tactics. She was like my second in command. Once in a while i would even let her play my army, but mind you it was rare.
One day i asked her why she didn't buy her own army and play herself? i mean i would have loved the chance to play against her. The only response i could get from her on the subject was that she didn't like how much it cost as she wouldn't be able to spend as much on Clothes and Make-Up and stuff. Now mind you this girl isn't really a "nerd" she would be more likely be associated with Rock-A-Billy/Pycho-Billy Music scenes or as my friends caledl her, "Hot Topic Chick".
Now most women aren't like this and i know a few guys who have Girl friends who play, most of them are SoB but a few like Orks. The few Orks players has a lot to do with Ska Music and the painting style of the orks, the checker patterns and stuff.
I think when you get down to it, it comes to the matter of how did the girl find out about GW games. Were they in the store looking at a bunch of Fatbeards playing around tables or was it the guy they knew for a long time keep talking about how COOL his army is or how badly he beat his last opposite? i would go on the record and say most girls who play are Girlfriends or Ex-Girlfriends and didn't know about the games before said boyfriend or Ex.