Ecologist speaking here. I studied a bit of evolution. Doesn't mean much, but here's my two cents. It's mainly down to sexual selection. I second what others have stated, and that is that when it comes to reproduction, we are much like animals. Women are the so called choosy sex. They get to pick what males breed with them. Big, bulky males means stronger offspring. Big bulky males were also the ones who would breed as they would win in a conflict. This is why men are bulkier and bigger. A woman with curves, means she has more fat on her body. Something that was rare in the old days. This enabled her to survive, and gave her a bigger chance to produce and raise viable offspring.
Also, it is speculated that beauty is translated with symmetry (look up the golden ratio). A symmetrical face is seen as more beautiful than an unsymmetrical one. And symmetry is related to high fertility and health. All good qualities to ensure offspring. Of course, this is not set in stone and there are studies that dispute this theory.
So why did not both genders become ' beautiful' and symmetrical? Simple. It is a trade off with strength. Whereas for women the extra fat was really good, helping their pregnancies, it had no added benefits for men. Only to a certain extend to live through famine. And as a lot of things in nature, you can not have both things.
It is engraved in us that big men and curvy women stand for good reproduction. That is why we idealize women with curves, and see them as the 'pretty' gender, while men are supposed to be strong. It evolved into our culture where women are supposed to be beautiful because they don't have to fight, and men are supposed to be rough 'n sturdy.
Just me hypothesizing a little. Of course, to me as a gay man, women are really not more beautiful than men. 😛