Today we have the final theory (for now, at least) as to why dragons seem to prefer maidens over men. This one is a little more focused on cause-and-effect, because perhaps the dragons actually have some sort of strategy in mind (you never know!).
So, after a few abductions (and perhaps even some experimentation), the dragons would quickly discover a general pattern. When they capture women, the men make a straightforward attack—an attempt to march on the dragon’s lair, kill it, and rescue the damsel. Were they to take men, there could be several responses—
1: The men figure this other man should be manly enough to rescue himself.
2: The women get involved (because obviously the men aren’t as strong as they say they are, or one of them wouldn’t have been captured), and then what happens next is anybody’s guess.
3: The men decide it’s not worth it (dude isn’t worth the attempt)
4: The men attack anyway
On the flip side, men seem to feel obligated to rescue the woman (and dragons always take beautiful women anyway, which pretty much quashes any hesitation). While they might feel obligated with another guy, they might not (here, I’ll point out that in The Paper Bag Princess, it was the princess who had to rescue the guy; granted, the dragon did burn the castle, but there must have been men somewhere around, who therefore must have had no interest in the quest or they might have insisted on going in the princess’s stead).
Therefore, capturing women is the simplest way to obtaining a human and has the fewest consequences. What they want a human for—that’s another question (which may or may not be answered by any of the previous theories).