The "women and children first" mentality comes from evolutionary imperative. A woman can make about one child per year, maximum, whereas a man with access to an infinite pool of women can essentially make as many children as he wants. Since the mortality rate used to be a lot higher and the population lower, it was more important to have a boatload of kids.
Anyway, the reasoning behind the women first behavior is certainly outdated, but there may still be reasons for it to exist. In my experience, women tend to be less decisive than men, so they'd probably be more likely to freeze up during a situation like that where a man would take action (whether good or bad). Women are also significantly weaker than men. In a situation where physical violence is occurring, men are much better suited from a physical perspective.
I'm not surprised that some men died protecting women. There are also stories we'll never know because both parties died. It's certainly possible that one or multiple women died protecting a man or child, but both the woman and man/child died anyway.