I think men are forced to hold tight to the Power, keeping the connection active at all times. Women on the other hand are forced to allow saidar to maintain the connection. Think of the way even releasing the power is described. For Rand it's like letting go of a bucking horse he has to almost force the power away from himself. Women on the other hand describe releasing the power, seems almost gentle like pouring water out of a bottle or shutting the faucet off.

It's like comparing boxing to judo ... one is proactive with the aggressor generating the force behind a punch and the other is reactive, using the power of the attack against its user. Easier isn't the issue, it's just different. Shielding a man obviously requires large quantities of power (assuming he's holding the power anyway) because you have to cut off a raging flood through the connection. Shielding a woman requires less power because you are doing something more akin to pulling her out of water (you'd still need a powerful enough "fishing line", but the leverage is more important than anything else).

The way I imagine this is that men are holding onto a firehose that is on full blast and must be wrestled into position. Women on the other hand are more like a submersion into a bath tub.

Essentially it seems like you'd need more power to block the rushing aggressive flow of power from saidin to a man who is holding tight because that's the nature of the relationship between men and saidin, ultimately requiring more raw power to shield. Meanwhile saidar has a more passive connection to a woman and thus it's easier to block it and would take more power to break a shield.

I'd say it's trying to stop a hail of bullets with a shield v. trying to filling a balloon with water. Eventually the weight/depth of saidar will break through any balloon, but the speed/force of the connection to saidin would be harder to control without a significant shield in the first place.

Note how Berowyn's shield was rather effective because it bent and moved rather than being a rigid surface akin to glass. Obviously her shield had little to do with raw power and much to do with the skill with which she wove the web. She was able to contain a vastly powerful channeler of saidar because she could create a shield that expanded. Compare to what Rand faced when being held by multiple women and you can see why a man's connection being cut off is harder.