What noise?

I've been wondering why women say "what was that noise?" 10 to 100 times more often than men. My girlfriend says this all the time. Do they learn this from watching teen horror movies? Are we supposed to go investigate, then get attacked by the Thing in the Cellar?

Example scene from yesterday:

Her: [looking around] "What was that noise? It sounded like a door shutting."

Me: "It was the sound of a door shutting."

Her: "Why would a door shut at this time of night?"

Me: [doubled over laughing] "That noise was on the DVD we're watching!"

[I press rewind and play the scene again. The sound occurs again.]

Her: [looking around, as if maybe the door shut again by coincidence]

Me:[laughing harder] "We don't have a door right here!" [pointing to right stereo speaker]

I guess sometimes surround sound is a little too convincing. Of course, men have the opposite tendency. There could be blood-curdling howls and scratching noises coming from right behind the front door, and a guy would sit there and say, "Oh, it's probably just the wind. Come on, let's watch the X Games."