I suppose it's all about personal preference, but there's also the fact that people like other people doing things for them. There's nothing wrong with that, but more often men are willing to do the doing, while women like having the things done for them.
For a while, of course. Then the laundry piles up, but that's a whole next stage to a relationship.
But a man who makes the effort to approach a women is making an offer - doing something for her, with the promise of doing more (well, maybe with ulterior motives, but that's good motivation, isn't it?). That makes men who make the approach more attractive to women, who appreciate it.
I don't think there are many men who would object to a woman who makes the first move - uncountable numbers of stories, almost all written by men, have that as plot points (possibly writers aren't quite as well versed in the art of courtship, and are writing from lack of experience, but it's still a reflection of what they would like to happen). The genres vary, it's not just porn flicks this happens in.
However fewer women enjoy doing that, largely for the reason that men don't - rejection can be devestating for those with high hopes, and fear of that rejection can be as strong as the hopes someone has.