Biologically there's virtually no difference in bladder capacity of men and women. And if you will look into omorashi fans who love holding it then actually men seem to have much greater capacities than women, I've seen many accounts of guys who can hold 1,5-2 liters and show huge bladder bulges while in women such capacities are rare and often being WOW'ed when it comes up. But socially women tend to hold longer just because it's less convenient for them to pee - more hassle, more time etc.

So I guess depends on what you can "a lot" and what you compare it with, your own bladder? I would say an average healthy and relatively young human regardless of gender can hold around 800-1000 ml when really desperate so this volume is kind of normal for most people.

I tend to think it's just a case of seeing what you want to see....   and I speak for myself there, I'm a huge fan of deliberate female desperation, release and/or wetting.  So naturally the video clips I see are of women generally at maximum capacity.

Tied in with that the social taboo that a guy can just pull his dick out an piss against any old tree or wall, yet the girl is supposed to somehow magically cope - unless she wets herself.  So is it really the case that females can't hold it so well.