Evolutionary Explanation -
The evolutionary theory argues that differences are present as they had some kind of adaptive advantage in our evolutionary past.
More common for men to be promiscuous
The reason for this theory lies with Parental investment. Supposebly, our sole purpose is to survive and to pass on our genes. Gender differences appear when considering the investments that men and women put into having children.
Men = Able to impregnate a woman (or more) each day until they die - don't have to be overly picky. Also, the more women they impregnate, the higher chance they have of their gene survival.