It's easier for a mediocre (or to be fairer, beginning) woman to look okay in ballroom than it is for a man because the male pro can lead for them. Also why they have an advantage in a waltzathon. Flipside is it's easier for a good male celeb to excel in ballroom because he is leading. So swings and roundabouts, but men lose out in the early stages.
Whether women are more comfortable being showy, exhibitionistic and generally OTT I'm not sure. Granted there are the Peters and Kevins of this world as counter-example but I think women are also far more likely to have done gymnastics, ballet, yoga, pilates etc and so have more flexibility too.