This may have to do with the fact that females spiders have a tendency to den up and stay close to home, whereas male spiders are more nomadic and need to be more nimble.

It's interesting how some sex differences characterize the males of species as disparate as humans and spiders!

Human (and mice, and vole etc.) males have (on average) a superior brain to that of females when it comes to spatial reasoning, memory, manipulation, etc. One theory as to why this is, is that male species who are polygynous roamed farther from their nest, necessitating a better spatial brain. Species that are related but not polygynous lack this brain difference between the sexes (for instance prairie voles from the Midwest US are monogamous, and lack these differences, whereas meadow voles from Pennsylvania are polygynous and exhibit these sex differences).