When studying gender roles, you'll come across the term "hegemonic masculinity" quite a bit. It's a concept of masculinity that says our society and gender roles are designed to ensure male power over subordinate females, and it applies to our discussion of male violence.
One theory about why men commit mass murder more often than women is that they're trying to regain power after an episode or pattern of losing dominance over their lives. To assert their masculine identity, these men resort to violence and aggression, stereotypical "male" domains [source: Kennedy-Kollar and Charles].
As you might predict, this theory is loaded. But at its core, it does address some of the characteristics that are often observed in mass murderers. Many feel they've been personally humiliated by the people around them and see others to blame for their failures. And it doesn't necessarily mean that women are to blame; simply that they have suffered degradations and disappointments that have led them to try to reaffirm a strong, masculine identity.
For a less conceptual theory, let's discuss mental health. It might not be a coincidence that women are diagnosed with depression more than men, but many mass murderers displayed signs of depression that were ignored [source: Crocker]. Why would young men be less likely to receive help for mental illness?
It might go back to our high-concept ideas about hegemonic masculinity. It's possible that women are diagnosed and treated more for depression simply because we think it's, well, weirder for a woman to be isolated, angry or lethargic. Not to mention the fact that some signs of depression in males don't necessarily fit the "traditional" (or Freudian) symptoms of depression. Depression was classically seen as a disease of fatigue or sadness, but we now know that it can also manifest itself through violence, impulsive behavior or risk-taking [source: Crocker].
So it could be that mass murderers are overwhelmingly male simply because we give more mental health attention to women who are "loners," "eccentric" or "bizarre." It's easy to say we're "ignoring the warning signs" in these male mass murderers, but the truth may be that as a culture we're simply less tolerant to women outside the norm of acceptable behavior, and we don't see men as "needing" help.