Because they are more muscular. Play sports to make muscular, this is the best way to burn calories, even when sleeping. However, women may be less muscular, but they can also cheat. For example by inserting a fat-burning breathing session just after their workout. We often forget it, but air is our very first food, in the noblest sense of the term. We consume air to stay alive. Therefore, after a physical effort, the body continues to burn a lot of calories until completely calm. If, during this period, you hyper ventilate (you breathe very deeply, several times in a row), you will cause a spike in your metabolism, and thus burn even more calories: 5 cal for each liter of inhaled / exhaled air. Take a deep breath !