The only link I can think of: if there are fewer opportunities for women to play, then it may be tougher for them to get extensive GMing experience. I haven't seen that in practice, though.
IME I don't think there is a strong correlation between GMing experience and GMing skill/ability. While there are certainly mistakes a newbie GM can make when GMing an unfamiliar system, I don't find that GMs normally start out poor then get better over time. If they're a good GM then they will normally GM a fun game right away. If they're a bad GM then likewise, their game will always be bad.
At the London D&D Meetup, I commented a few months ago that after 5 years of the Meetup, and many dozens of campaigns, there apparently had never been a female GM, despite about 25% of the players being female! (I was corrected - one female GM had run 3 sessions of Feng Shui). This was soon rectified, with the Ravenloft 4e one-shots giving new DMs a chance to gain experience without committing to a full campaign, several female D&Ders stepped up to try their hand at DMing and since then I have played with 2 female DMs, both very good I think.