Well, there's a difference between being observant (keeping the letter of the law) and having your heart or mind compelling you to be observant.
I think being more emotional, women might have a stronger, emotional connection to the mitzvos. Also, education for women is often more general and includes more courses in Jewish philosophy. This is in contrast with male education, as many Yeshivos place more of an emphasis on the nitty-gritty of Jewish law.