Well, estrogen seems to be pretty clearly protective in mice, and it has also been reflected in human trends, with 56% of those infected being male and 44% being female, and then they also have had much higher fatality rates in males than females.
A 2017 study on mice, where they infected MERS and SARS-CoV viruses, at infection doses of 5000 PFU resulted in 90% mortality in male mice compared to 20% mortality in female mice.
They then also did cross studies by age and found that both male and female 'baby mice' (>2 months-old) were completely resistant to developing SARS.
Conversely, the study found that during the mice's reproductive peak (8-9 months) that all male mice died of infection while only 10% of females died from infection.
They then studied elderly mice (20 months) and found at higher viral doses for both male and female (5000 PFU) that all mice succumbed to infection. However, at lower viral doses injected into the mice (1000 PFU) even though all male mice still died, all female mice survived.
They then injected females with antagonist hormones to basically disable their estrogen, and the females all died like the males.
Women also tend to be more predisposed to auto-immune disorders. This is believed to have to do with their stronger immune systems, related to their higher levels of estrogen.
Also, estrogen specifically seems to play a role in ACE-II receptors, which the Coronavirus is known to bind to in lung tissue, and in females, the estrogen seems to have a direct protective effect on the receptor capabilities of the virus. That, and also, estrogen has an active role in creating antibody B-cells, to fight viruses.
All this is still pretty knew in the world of medical science, but many studies are out there, and some of the articles about this Covid-19 virus have touched on this a little bit, although many articles I believe missed the mark, as they erroneously seemed to believe that males were more susceptible because they thought males were more likely to be smokers or something. However, none of the mice smoked in the mice study, and there was clearly a gender-based bias for both infection and mortality based on gender.
Here's 2017 mice study article:
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5450662/
Another article on gender/estrogen/viruses/vaccines:
https://www.oatext.com/Gender-affects-immune-responses-to-viruses-and-vaccines.php