I used to have this discussion with fellow musicians years ago. We decided women are attracted to guys that are doing something, ie performing. They like to see men working. Your up there playing and they can see that well maybe you are not a useless dork and can actually do something skillful. Doesn't matter if it's a saxophone or some other instrument. I've worked a lot of carpentry as a day gig over the years and incredibly it happens on residential construction sites when women are around the neighborhood as well. It may be hormonal, haha. Of course most guys don't mind looking at women musicians performing either.