I recently read an Ethnography of bicycle messengers in New York during the early 2000s, it specifically mentions the over-representation of women in the messenger field. Reading other source material is also appears that both now and historically it appears that women are well represented in the messenger field. Not necessarily based on percentage of those totally employed in a given field but in total numbers.

This generally excludes bicycle food delivery as the barriers to entry for a women in most of those jobs in significantly larger than regular bicycle messenger jobs. (Read; they don't get hired by the Chinese, Korean, etc. restaurants specifically because they're women).