Women are more social, i.e. more agreeable[1], more people-oriented[2], and so on. As such, they will be more susceptible to status anxiety derived from their place in the social hierarchy. Men's social status is more about who you are, what you do, or what you have, and so social hierarchy is less relevant. Social media has massively scaled up the complexity and the stakes of managing one's place in the social hierarchy. Women feel this more acutely than men. Teens even moreso because they are actively negotiating their place in the hierarchy and are less likely to have a rigid social network to fall back on and feel secure in.
[1] https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3149680/
[2] https://www.frontiersin.org/articles/10.3389/fpsyg.2015.0018...