Maybe it's a culture thing. Like, pink is seen as feminine and girly, while blue is seen as masuline and...boy...-ish. Usually, little girls (minus the few exceptions) won't like, or at least admit to liking, something a viewed as for a boy. Those thoughts probably stick with them over time, so they're more tuned to girly things when they're older.
Oh, and I forgot to mention gold as a favorite color in my previous list.