As the person who came up with the names of probably about half of the Great People in the game (and researched the other half as far as I didn't already know them), I think I can answer this question definitively. There are 9 'Great Women' in the game, or 8 depending on how you count:
Boudica (General)
Jeanne d'Arc (General)
Sojourner Truth (Prophet)
Jeanne d'Arc (Prophet)
Merit Ptah (Scientist)
Xi Ling Shi (Scientist)
Hypatia (Scientist)
Marie Curie (Scientist)
Coco Chanel (Merchant)
It seems Jeanne d'Arc is both a Great Prophet and a Great General -- that would be my mistake
(In my defense it wasn't idea to make her a Great Prophet, but I did add her as Great General without checking.)
I for one don't think for a second that there were more great men than great women in history, even with women often suffering from varying degrees of oppression, or at least discouragement from persuing their talents. But it is true that the names of more great men have survived in the annals of history, and there are other problems too. For one thing, there are ony 6 categories of Great People in Civ4, which means that some of the most famous women in history that don't fit any of these categories have to be excluded: Florence Nightingale, Mother Theresa, Amelia Earhart, etc (I'm not even going to mention political leaders -- not to mention powers behind the throne -- because the list would be endless). And the category that probably offers the most great women is that of Great Artist: from Sappho to Wei Shuo to Ayn Rand to Umm Kulthum. But unfortunately art is such a wide and generic category (writing, poetry, painting, sculpture, calligraphy, music, acting, architecture, etc) with so much competition from around the globe that no woman made the final list, as there's only room about 20-30 names per category (e.g. given the choice between Homer and Sappho, few people would argue Sappho was the most important ancient Greek author).