The increased dexterity of females supposedly allows them to cancel out the male strength advantage when it comes to the spinning of weaves and doing things with the One Power.

But if you are unable to reach the Source, then dexterity never comes into play.

So strength is the only factor here. Therefore, men can obviously hold a shield over women more easily than women can maintain a shield over men.

Remember that you only need to be about 60-70% of a channeler's strength to hold them shielded once they are cut off.

Therefore, if Rand is 100 on the absolute strength scale, and Lanfear is 80, then Rand needs maybe a strength of 60 to hold a shield over Lanfear. As she is cut off from the Power, she cannot use her dexterity advantage in any way.

That means Rand could probably hold a shield over Lanfear and have enough strength to spare (40) to also hold a shield over Moghedien, who is probably around 50 in strength.

Dexterity only comes into play once you are wielding the Power. While you are shielded, dexterity is not a factor.

So bottomline, the males greater strength allow them to shield stronger women. This is only logical, considering that they aren't able to link like women do. Like Asmodean said, the male strength advantage is balanced out by the female ability to link.