Reading Joe Hufman this morning, I find this video, from the NRA. It's a great video, focusing on women and guns. I'll leave it right here if you want to watch it.
The easiest answer is that even asking the question is sexist. Women own guns for a aridity of reasons, but most importantly, because they are citizens. Women own guns as collectors, for recreation, competition, target shooting, hunting,.. you name it. Women own guns for the same reasons that men own guns.
Don't be sexist.
Edit to add. If you're a guy, and your gal wants to shoot, or carry, or take a course, don't pick her gun out for her. Let her try as many different kinds as possible, but let her choose her own carry gun. That choice is as personal as choosing underwear, and she deserves the respect to be able to choose her own gun.