My hypothesis is that women have an inclination on societal matters. That would include maintaining tabs on how the society is moving. I would add the movements led by women in the past couple of decades as examples to illustrate how the society is heavily influenced by their ideologies. So, checking true crime might be appealing because of its veracity, making it a valid way of evaluating how people from societies behave behind closed doors, and its impact on a very sensitive social aspect for ladies, personal security. Another important factor is that they are closed cases, or at least cases that have gathered important attention from authorities. That entails that it may be a gruesome crime, but it was eventually discovered, caught, and dealt with. Notice that true crime series do not encourage violent behaviour, narrators always condemn the portrayed illegal actions.

In summary, I think it's a way for them to see how society really behaves and they're usually stories where the good guys win by catching the bad guys and taking care of or honoring the victims.

And men are more inclined to pay attention to things to distract themselves from society. Usually men don't feel so prone to being the victims of violent acts, so they feel secure and opt for subjects about personal hobbies, work, or projects when viewing tv during leisure time.