In my opinion the statement implies that to make a man cheat offhand, it can be something physical, but for a women to cheat, she is missing and seeking something emotional. Yes, both genders cheat for both reasons, but it’s easier for a man to cheat physically and for a women to cheat emotionally. For a woman to cheat physically, usually it takes a lot. Usually a woman’s infidelities are emotional and never really lead to anything physical.
If a man is missing something emotional at home, he will leave. If a woman is missing something emotional, she will stay and hope for him to change.