Better luck finding anything with pockets in pants rather than shorts? Womens clothes is HORRIBLE when it comes to pockets. It’s a struggle to find pockets in any exercise clothes at all, much less specific types. I have a single pair of leggings with pockets - no athletic shorts.
Honestly, a big reason is probably men… I go out on walks, I don’t run, but I get oogled at and flirted with a LOT on the sidewalk. I don’t like it, I don’t invite it, but it’s there. And I’m only walking - I wouldn’t even want to know how bad it’d get if I’m in shorts and a full-coverage sports bra. Even a tank top emphasizes a lot, for me.
Edit: Someone else mentioned chaffing, which is also a big deal. Men carry fat mostly in their stomachs, while women carry it spread out more. Thigh rub is a thing even with fitter women. I’m a normal weight (healthy weight - not average, in the US), and shorts have a tendency to roll up my thighs. It can hurt even just to walk in something like that for a long time, much less run. I think that’s why capri leggings are so popular with women.