I think it costs more for women than men because they tend to buy shoes more frequently... I went shoe shopping with my fiance a few weeks ago and they ran about the same price (they seem to be, on average, about $40-$65 a pair).
Although techniqually some guys shoes are cheaper because they require more material than the women's shoes but run about the same price. (More material because men's feet are typically larger, and because men generally buy shoes less often and require that they be made out of more durable materials, whereas many women have no problem buying a cheap pair of flats just for the summer or fall for $20).