Some reasons for this are, imo
(1) Females have not had an alpha male role model as they grow up or in adult life. They don't know how to act as one, which is required as a boss. Females are largely ignorant of the male hierarchy within a group and move around it with relative impunity (same the other way around). High schools girls when asked who was the alpha male in their class most had little idea, the male students new exactly who it was.
(2) Evolutionary forces due to the fact men used to hunt as a group required focus on a small set of tasks requiring efficient decision making processes and little time for argument. Picking berries, looking after children and making "social connections" does not require this.
(3) When making decisions men put more emphasis on principles rather than how others may "feel" than women, which make for a much more efficient organisation.
Male and female traits have advantages over each other in different situations but as a boss in a work place male traits probably win out. These traits are on a continuum, some females are more male than other females and visa versa for males.