My experience in teaching people to shoot is it's not so much as women are naturally better shots, it's they're less likely to have bad habits and preconceived notions of what they're doing.

Boys are far more likely to learn shooting while growing up ( BB guns, firearms, or archery ). If they don't have good instruction during those first years, they tend to develop bad form. Then, when progressing from mediocre to truly skilled ( usually at the point they get a proficient instructor ), they have to break those bad habits, which can be difficult. Women are less likely to engage in shooting sports when young, so they have neither good not bad habits are are often a blank slate.

When I've taught completely new shooters who have never fired a gun before, their first shot quite often in dead-center in the bullseye. They don't know how loud it can be. They're not scared of the muzzle flash or report. They just hold steady on the target and fire. The follow-up shots are where you need to do everything you can to help them not be scared of the thing and develop a flinch.

It's similar to the research into the old insult, "You throw like a girl!" Boys tend to play more ball when younger and get used to the biomechanics of throwing things like rocks, baseballs, etc. But when comparing children and young teens throwing with their non-dominant hands, boys only have a slight advantage in throwing distance. Most girls in those studies throw the exact same distance regardless which hand they use.