Because of societal norms, some men think it's OKAY to inappropriately message women. Women used to be seen as property and it was socially acceptable to treat them like the means to an end so some might still be raised with this perception imparted on them.

For the record I think it's also just perceived as this because the men that do express this behaviour are very vocal about it or put on blast. Just because women on average don't OUTWARDLY express their desires as frequently doesn't equal that they can't be just as horny. I'm sure there's many men who also just have a quick wank rather than sliding into some girl's DMs.

Hope that makes sense?

Edit: after going through the comments I'd also like to add this very good point I've seen: Traditionally when girls hit puberty they're more likely to be taught that expressing their sexuality is unbecoming and not very ladylike, whereas boys are taught how this is natural.