The reason there are separate chess championships for men an women is to encourage more women to play chess.
There's no championship for men, only an open championship. There's no biological reason for men to be better at chess than women, only a very big cultural one: men and boys have traditionally been much more encouraged to play chess. Many chess clubs and informal groups were officially or effectively boys-only. And a lot of parents are still much more likely to encourage boys to dedicate their life to chess (which is what's necessary to play at the GM level) than girls.
So separate separate explicit girls' spaces were necessary to encourage more girls to get into chess. So it's particularly ironic to hold this championship in a country that's all about restricting women.