The reason they don't pick on men for being men is because they're male themselves. So they do care that she's female because it's something they aren't, and they can pick on her without picking on themselves.

This is true for all bullies and the people they bully, though, and not just women.

There are certainly women who look down on men and bully them for being men as well, but it doesn't seem to ever rise to this level of cruelty.