I have been wanting a female for a while now, have my males, but just want a girl. =)
Unfortunately the only store out here who sells females is Walmart, and every time I go in, all that are left are the females and they are dead or close to it =(
Around here it is very rare to find females that aren't blue/red veiltails in your LFS. They are not exactly as visually appealing as the males, particularly when housed together, where their colours usually fade due to stress.
Also, a lot of females I've seen for sale in my LFS have had below average form, making them even less attractive to customers. Personally, if I was a beginning aquarist, I wouldn't want a beaten up, dull-coloured fish when I could choose a nicely-marked male with huge fins.
Of course nowadays I would go with a female over a male anytime. They're so much better care and personality wise. Also since I can source females from overseas and reputable breeders, there is a wider range of colours and quality to choose from.
It's sexual dimorphism. Males evolved to be the more attractive of the species. This happens with any animal that exhibits sexual dimorphism, i.e. peacocks, lions, antlered animals, etc. Females of the above listed species generally look dull coloured and plain.
As for the aesthetics, it's because humans view the majority of fish to be high-maintenance decorations, and said decorations *must* be "pretty". It is subjective.
Many people have pointed it out, that the ladies look very brown, dull and lifeless in the shops; meanwhile the males are (sometimes) bright, flaring, going crazy. Bettas are marketed to be "those fighting fish", so it's also a testosterone thing, you pick up a male because you'd think it would fight better.
Again, it's all subjective and different perspectives :P