I think Marilyn was one of those rare women that appealed to both men and women. Probably because she came across as being quite vulnerable, so a protection instinct kicked in. However, I doubt many women do actually worship her.
Her life, career, and death are all tragic, that's a possible reason. She was human and easy to relate to, especially after her death and all the details of her life and insecurities really came out. I think a lot of women can relate to her in many ways. She was one of the troubled souls who struggled her way through life while putting on a brave face for the world. I know many like that.
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http://forums.digitalspy.co.uk/showthread.php?t=1807255
Couldn't you just have asked this question in there?