Take a tribe made of 10 men and 10 women, each women give birth to 4 kids during their life. You need 8 people for a very dangerous task. Are you going to send men or women? If you send 8 men and they all die, you are left with 10 women and 2 men. The two men can impregnate all the women and you have 40 kids for the next generation. The tribe will soon recover. On the other hand if 8 women die, there will be only 8 kids for the next generation, which is a much bigger hit.
That women are more risk adverse is only natural, and it is indeed the case. In fact, it maye be the most significant non-physical difference between men and women.
As for women possibly being better saturation divers, I don't know. After all, they do pretty well in space, they even seem to have some biological advantage. However, these divers are not just divers, they are also construction workers, and physical strength is important, an area where men have the advantage.
