Male and female athletes have to think of sports differently because they play those sports in different ways. As an example, let's consider the NBA versus the WNBA. Female athletes are not usually tall enough to dunk the basketball, making it unlikely for them to practice that move. Because female athletes are generally smaller and not as strong, in a sport that was originally created for men, they play the sport differently. They have to think differently, move in many different ways, and come at the sport from a different angle.
Male athletes, on the other hand, usually have more physical strength, so they can perform more while playing in front of crowds. They still use a lot of energy, but in comparison to female athletes, they would need less energy to do what female athletes do. Therefore, their performance, in comparison to female athletes, is usually more intense, and crowds seem to appreciate the show more. That could be very frustrating to female athletes if the crowds expect them to play like their male counterparts. They play differently, but that does not mean it is less exciting.
This same idea applies to the second part of this question. Because male athletes in the NBA tend to create more excitement, they tend to get more media coverage, more money, and more opportunities after they retire. In the case of the United States Women's National Soccer Team, they've won more championships than the men's team, but they have been in the news lately fighting for equality with regard to pay and sponsorship. They are an exciting group to watch and have a lot of fans, but they still don't make the same amount of money as the men's team. At times, certain teams get more coverage depending on past records, present winning streaks, and popularity.