I think most of it comes down to expectations rather than blatant sexism. In every world cup I can remember in my lifetime, the England men go into it with this upsurge of expectation, "the nation expects". These expectations are very rarely met in tournaments and either the entire team underperforms (World Cup 2014) or one player does something stupid and becomes the scapegoat (David Beckham, World Cup 98).
The expectations were much lower for England's women as they've never won a knockout game before in a World Cup. The fact they almost got to the final (and played decent football while they were at it) is a pleasant surprise instead of some delusional requirement.
The fact that Wayne Rooney earns the entire women's team yearly salary in two weeks makes it easier to empathize with them too.