I think the “women are mysterious” thing can also come from:

1) Women actually being quite clear, but not telling men what they want to hear. ”She said she doesn’t want to talk to me? So many mixed messages and confusing signals!”

2) Women not having cheat codes. ”I tried being nice, and she didn’t have sex with me. I tried being an asshole, and she didn’t have sex with me. Come on, there’s got to be some kind of solution to this puzzle!”

3) Women not being a hive mind. ”First a woman told me that she likes guys with big muscles. Then the very next day a woman told me she thinks muscles aren’t attractive at all. Make up your mind, women!”

4) An individual woman doing something confusing, and instead of asking “why is she doing this now?” men ask “why do women always do this?”