Why do people say women are the smarter of the two es?

I'm not kidding, it seems a lot of people, men or women, say this. Usually in a way like "Men are stronger, but women are smarter"? The difference is though that men are biologically stronger but there is no proof out there that women are smarter than men or vice versa. Is this just a way to make women feel better or something? And I mean no offense.