Because male antagonists
A: take them hostage to get a response from the male PROtagonists,
B: seduce the antagonists such that they are temporarily unable to fight, in which time the female protagonist has a chance to kill or capture her target.
Because men take it seriously, women want to look sexy. The woman fails in swordfights as their whole upper body is sliced off from their lower body. Men block the attack with their armor. Any questions?
Overall, men are stronger. There are exceptions of course. Basically, a woman needs to be more skilled than a man in close combat to win, due to strength.
male characters that don't need armor (or use very little armor): Minecraft Steve (he doesn't need armor he just uses it, also creative mode), Mario, Sonic the hedgehog (he used armor in one game), Most superheroes, and many super villains