I'm afraid I don't know much about the effects of coffee.
Regarding fat, if I were to guess, I would guess that there was an evolutionary benefit to women storing sufficient fat to build a baby, and no such benefit for men. An insulin effect from fat would allow women to store fat even on a ketogenic diet.
One should keep in mind that genetic differences between the sexes are significant; humans are about as similar genetically to chimpanzees of the same sex as they are to humans of the opposite sex.
However, that's just a guess; sometimes we have empirical data without a proven theory to explain it.