I have to say to start with that I don't have children of my own, but I have always heard from other people and seen from my sister, who has a boy and a girl, that it is indeed harder to raise girls.
It is also said that the bigger the child, the bigger the problem!
But going back to your question, the reason that girls may be harder to raise than boys is that for starters they are more delicate and need more protection. They are also more temperamental due to their fluctuating hormones and nowadays more promiscuous. This whole cocktail is quite hard for a parent to handle.
The uppermost fear that parents may have is that their daughter will end up getting pregnant and may ruin her life by being landed with a child far too soon and even while she is still studying.
Young girls are very stubborn and think that they know it all already and do not easily listen to any advice tha their parents my give them. So finally I would say that if you have a daughter, I wish you lots of patience and understanding.