The reason people find it difficult to lose weight is an emotional/psychological one. There are many subconscious motivations and barriers to successful weight loss that actively prevent one from going to the gym or eating less. Our minds control everything and if our subconscious minds have an alternative agenda to what we consciously desire, we may get stuck in a constant circle of diet and failure.
It is fair to say that women are much more prone to 'comfort' eating than men are. Would you suggest that comfort eating is about your exercie routine? No, of course not it's an emotional, psychological issue. We can all exercise if we wish but their must be motivation to get us to the gym - this is based in Psychology not Physiology.