They're the more "empathetic" sex because they're more mentally similar to teenagers than adults. Women stop maturing at roughly 18. Teenagers and children are more heavily guided by emotions than reasonable thought. So everything is based on feelings.

Now there is a biological reason for this. Since the survival of the species is of the utmost priority and women are, really were historically, responsible for 90% of the child rearing responsibilities(and are the ones that give birth) they need to 1. mature faster than men to take care of children(no species has a female able to bear children without the maturity to care for it) and 2. To better understand and deal with children they need to be less mature.

But being less mature and more emotional means they are subject to all the same issues. Mostly a "Me, me, me," culture and ideal. Everything must be about their most immediate needs and how they feel that exact instance. Once you understand that and preface everything a woman says with "Right now I feel..." understanding them becomes massively easier.