The more we multi-task, the less we are able to focus properly on just one thing.
When I did A Level psychology (all those years ago) this was writ large through all the academic research into the area. It is hardly ground breaking news.
As an aside, the research also shows that multi-tasking performance improves with practice. So I reckon, completely unscientifically, that what happens is that lasses on some level think 'Everyone says women can multi-task…so I MUST be able to do this…' so see no reason NOT to multi-task from a comparitively early age…whereas blokes are continuously told the opposite and so rarely attempt to do more than one thing at once. Additionally 'male' activities such as sports, computer games etc (both male dominated areas, particularly at school age) are not conducive to multi-tasking, further re-enforcing the 'myth'.
That's very broad brush and I apologize in advance for anyone offended by anything I've written as it touches on gender and gender-differences, which can be a bit of a minefield.