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The sex hormone estrogen does effect enzyme production and may have an effect on the production of the alcohol digesting enzyme dehydrogenase. There may be other reasons too.
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hormone:
A chemical substance secreted by an endocrine gland or group of endocrine cells that acts to control or regulate specific physiological processes, including growth, metabolism, and reproduction. Most hormones are secreted by endocrine cells in one part of the body and then transported by the blood to their target site of action in another part, though some hormones act only in the region in which they are secreted. Many of the principal hormones of vertebrates, such as growth hormone and thyrotropin, are secreted by the pituitary gland, which is in turn regulated by neurohormone secretions of the hypothalamus. Hormones also include the endorphins, androgens, and estrogens.

enzyme:
Any of numerous proteins produced in living cells that accelerate or catalyze the metabolic processes of an organism. Enzymes are usually very selective in the molecules that they act upon, called substrates, often reacting with only a single substrate. The substrate binds to the enzyme at a location called the active site just before the reaction catalyzed by the enzyme takes place. Enzymes can speed up chemical reactions by up to a millionfold, but only function within a narrow temperature and pH range, outside of which they can lose their structure and become denatured. Enzymes are involved in such processes as the breaking down of the large protein, starch, and fat molecules in food into smaller molecules during digestion, the joining together of nucleotides into strands of DNA, and the addition of a phosphate group to ADP to form ATP. The names of enzymes usually end in the suffix –ase

Source:
The American Heritage Science Dictionary

Love,
Elizabeth Fiend