One possible theory is that a woman with a tragic background turning in to a supernatural being that can kick ass is probably a very scary idea, especially to japanese men. However, the mere idea is scary enough that they can just have it running around victimizing Japanese women. It would probably be a step too far in to Japanese sensibilities to actually have it come out and attack a lot of men.
However, this is based on only two J-horror movies I've seen so really I'm not a good source for the entire genre. : /
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