Its seen as "lady like" to hide your genitals and not be able to see urine coming out of you. If we look at this objectively it seems that there are many advantages to the standing up method. Sitting down takes longer, sitting on public toilet seats can be unsanitary and the squat hover is a killer on the thighs. Many may say it is difficult but when young boys are learning to pee standing up for the first time we know that it takes them a while to get it down as well. As with anything practise makes perfect.
Woman's Guide to Peeing Standing Up It appears that social conventions and conditioning has forced women to sit down while urinating.