Why are all Super Mutants male?

Super Mutants were created through use of the Forced Evolutionary Virus (FEV for short). There have been several variation of the virus, but they all tend to leave those affected sterile, and without their secondary sexual characteristics (some strains of FEV remove all signs of pre-mutation gender).

The virus was originally designed to make humans immune to a wide variety diseases (among other things) by re-writing the genetic code. So while the virus is doing its thing, it sees the genetic code for the gender split as damage and... 'fixes' it.

There have been a few super mutants that identified as female (Tabitha and Lily from Fallout New Vegas). It is difficult to tell how many super mutants might have been female before mutation, as the games tend to not show us their genitals (assuming their particular strain of the virus kept those). So it is really only the super mutants who remain intelligent (somewhat rare) and aware of their past life (even rarer) who can express their old gender.

Actually the super mutant females are confirmed in Fallout 1 alongside the problem they can not breed. The strange thing is you never see a female super mutant or maybe you do see them but are unable to identify them.

To clear it up there will be some spoilers from Fallout 1 so you best stop reading if you intend to play it.

The last objective in Fallout 1 is to dispose of the leader of these super mutants. It is a strange mutant which seems to be an ex overseer hiding in his vault. When you meet him you start with a debate which if done right (includes some previous side quests) will lead to your victory without any battle.

It will explain that humans and super mutants don't go along and will battle each other until there is nothing left. That is why he established this cult and engaged the war between the 2 species, but he had to chose which side to join and he joined the mutants simply because they have a better chance of survival in this new world (what a great guy).

Now this leads to the situation where you may have a proof that super mutants simply lack the ability to breed (a quest). By showing him the proof he will then call his female super mutants to confirm that none of them are pregnant while expecting that some of them should be by now. Since it is such a good guy it is now in its conflict and sees it chose the wrong side. He proceeds by setting a countdown timer on a nuclear bomb in its possession. You run away and the whole cult is being destroyed.