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If you look into the demographics of book sales you'll find this difference is born out at large. I'd guess that it has more to do with the typical subject of matter of fiction than its fact quotient. Women are more interested in inter-personal relationships. I'd predict that science fiction is relatively more popular among men.

I (a guy) read a lot more fiction (because I'm usually reading a few books at once, and the ficton ones can be read faster), but my girlfriend mostly reads mostly non-fiction,because somehow she finds it more pleasant (apart from terry pratchett, apparently)

Both parents and my 2 brothers read fiction. I have not noticed that women enjoy fiction more.

My parents read both. Doesn't seem like a pattern.