Not just for women, but most people have a concern about being broke or homeless when it's time to retire.  Women have a bigger concern about financial security and timing of retirement and this sometimes drive a need to start saving for retirement as early as possible compare to men.  This fear of homelessness and financial insecurity extend to women across all corners of life and affluence. 

In fact, after the fear of losing a spouse, the thought of running out of money in retirement is what the majority of women say keeps them up at night.