Some girls will apply to single sex colleges, because they believe that they are easier to get into. I have no idea whether they are, or not. I can't imagine it would make much difference, because of all the pooling and suchlike.
My school doesn't get that many successful Oxbridge applicatnt (maybe one a year) and so the sixth form staff are very keen to encourage any girls who apply, to go for one of the all girls colleges. If girls come from a background where going onto higher education, let alone to Oxbridge, isn't common, I think it could be quite tempting to opt for one of the seemingly less-threatening single sex, colleges.
EDIT: oh yeah, and the point I was originally going to make, I'm not sure about Cambridge, but I think that some of the PPHs in Oxforf are all-male. (I haven't really figured out the difference between a college and a PPH, other than that of size, but maybe I'm just ignorant..!)