I'm serious when I say this but I was attracted to KH because of the soundtrack (owned the OST before owning the game), the art direction, and watching an old dev video on KH. And the Final Fantasy. I thought it was cool that some company was able to blend FF and Disney together and not make a mess out of it. :| I didn't care about the themes or the characters or how hot Riku was.
Of course, I care about the themes and character, but it definitely was not what attracted me to the series. After finding myself caring for the characters, the theme, and being intrigued by the story, I decided to stick around for the mystery of what the secret ending meant.
I have to agree that a lot of what people have already said are reasons some females like KH, but they were definitely not mine and you shouldn't assume they apply to the entire female demographic.
Also what Sign said. It is highly likely that it is the female fanbase that is more vocal than the male fanbase.