During this time period, women had very few rights. They would not have been able to simply get a job and support themselves. The only real way for a woman to support herself was to get married. It would have been expected and a woman who did not would have likely been shunned. The main family in Pride and Prejudice has much to be concerned with since they are not a wealthy family and they have five daughters. What little funds they have will go to the next male relative when the father passes. It is important that all the girls marry in order to support themselves.
The other point to consider is that it would have been more difficult to marry a off a daughter from a family of lesser means. The Bennets do not have much money and therefore their daughters will not have much of a dowry (if they will have one at all). The Bennets are also not considered to be high society. Their financial status plays a part in ranking them lower than gentlemen like Mr. Darcy and Mr. Bingley. Obviously, this is not an insurmountable obstacle, but it does make the relationships between these gentlemen and the oldest girls more difficult.
As mentioned in the great answer provided before me above, during this period women had very limited rights. The financial state of this result, as you have questioned, is that these women would not have been able to find work and provide for themselves: leading them to either depend on men for survival, or trying to desperately fight through the unfair system. Unfortuntaly, back in this time when there was so little support for women, that the only way they were able to prosper through the lack of funds and financial ability, they were almost forced to marry in order to survive. Luckily however, that has now all changed, and women rights are better than they ever have been. Yay for progress!