Because the female exo model needs to fit female gear in the game. Bungie doesn't need to make a completely separate gear model for female exos.
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Side note - why would robots need to wear armor? Shouldn't they just be constructed with all the armor they would need? Especially since exos were built to go into dangerous places.
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Maybe they have exposed innards for some reason? Or maybe they were created with the idea that they would wear armor if they were in a dangerous place? Maybe the materials they were made from just don't stand up to some alien technology like hive boomers, hobgoblin snipers or y'know.. Swords of Crota? Maybe they were created by electronic arts? "Built for dangerous places!" "Buy extra armor to go into said dangerous places for 100000 glimmer!"
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Probably that last thing.