The reason is that when a woman performs sajdah, her arms are rested on her stomach and thighs. This condition causes loosening of joints and it makes passing of wind more probable, so this will invalidate her wudhu. On the other hand, the condition of sajdah for men is different. Therefore, the ruling is different.
Allah (Subhana Wa Ta’ala) knows Best
Darul Uloom Deoband