Well, for a start, men do read and watch shoujo stuff (just have a look at the poor Cures) but I'm going to assume you're discounting that particular demographic. And the less said about the Moe genre's fan (yes I know it's technically seinen but I think it counts) the better.
I think it's very much a marketing standpoint. Men and women do consume things (typically) in different way. As someone pointed out about 50 Shades movies, you can tell the difference between film 1 and films 2&3 being directed by women vs by men in the way the sexuality is framed. When women did it, it was Christian who was naked and framed sexually while when men were in control, he was fully naked once for sex while Anna would often stand around in nothing at all, despite being marketed to women and Christian should be the object of attraction. Which is essentially men being uncomfortable filming a man as an object of desire and trying to portray Anna as the sex object, possibly as an attempt to make it easier for men watching (or just because they're more comfortable with it).
And it's been a long standing belief that "boys can't get into a series if a girl is the lead" (the argument for why women can't be video game protags) while girls have no choice but to play as male leads constantly.
Things are constantly being marketed as "for girls" or "for boys" and while it's deemed fine for girls to like boy things, often out of necessity and marketers are even trying to make boy things more accessible to girls by adding things like pretty boys ect it's still very different for boys like girl things.
So the answer is really because society sucks.
Also, just to point out, shoujo does not actually mean romance. They are not the same. Most played straight magical girls come up shoujo and contain little to no romance and it certainly isn't the main element in most. Shoujo just means aimed at girls under 18 or so, mostly teens/pre-teens. It's a demographic not a genre.