That is NOT what the study said. The study stated that men were more likely to receive the Darwin awards than females. They suggested possible reasons for this including selection and reporting bias (ex. it's more OK to laugh at the deaths of men then that of men).
Would it not be true that natural selection would select for women who were predisposed toward being risk averse? If you want your offspring to survive to reproduce, you can't be doing the prehistorical version of base jumping.
And for men, especially in prehistoric times, those who took risks might have been rewarded with more and better food, and therefore could provide more for their offspring.
Simplistic, it's true, but I have to say there is something to it. My better half is quite risk averse - but it happened after we had a child. Before that, she was into horseback riding and some sports. After the child was born, th ehorseback riding tailed off unti she just stopped. Now, she's pretty much stopped any risky behavior at all. As in a merry-go-round is beyond her comfort level.
On the other hand, I'm into Hockey (playing) motorcycling, and regularly climb towers and rooftops as part of my other hobby. As a concession, to her, I haven't bungee jumped - yet.
This is not to say that if a woman wants to do something, she shouldn't because it is a "guy thing". If she can, there's no reason why she shouldn't.