This is actually a really interesting phenomenon. Although there's not near as much disparity as between races, it cuts to the core about what the differences are between men and women and what their roles are in society. I'm no gender expert so I'll let everybody read into that what they will. FWIW, most couples (if political at all) are of the same orientation. However, this becomes very much less the case among wealthy people, where men skew heavily GOP and women Dem. And any explanation/research on why that situation exists would make an awesome PolySci thesis/dissertation.
My guess is that wealthier men are more likely to be suspicious of people who want to raise taxes on them to pay for programs for the poor, while wealthier women are more suspicious of people who are opposed to a woman's right to choose, since that effects women's rights directly in a way that raising taxes on rich people in general doesn't.
I also think that a woman who is more financially independent and isn't dependent on her husband is more likely to have her own independent views..which would logically lead her to having more progressive views.