The short answer is yes. Why? Most adult women I know are WAY more likely to think they will get lost. Guys seem to think they'll get there eventually.
My dad is like that. My mom, on the other hand, likes to have the whole route planned out. Still, if she gets lost she doesn't panic like some poeple I know.
There is one explanation I have for this- we live in Chicago. Chicago, for the most part, is a grid. Most of the streets go either N/S or E/W, so if you turn on the wrong street you can still get where you're going. So long as you have a basic understanding of this and the addresses, even if you get lost you can figure out where you are. You're not really lost. However, not all cities are like Chicago and there are plenty of people who don't live in cities. I know from driving out west for vacation- one wrong turn and you're sorta screwed.
Well, I guess that's not exactly answering the question... But yeah. It could partly be that, I think, women tend to think more of detail. Details, like, how many other roads there are that one could get lost on.