In the raw data, more men are dying from COVID-19 than women [CNN]. It also SEEMS that more men are contracting COVID-19 than women. However, in South Korea, where they have an extensive testing program, what they find is that there were 10 cases in women for every 6 cases in men — but the cases in women were less severe. So the data that seems to say men are more likely to contract COVID-19 may in fact mean that more men are likely to be IDENTIFIED as having contracted it, as persons with mild cases self-quarantine and are not identified. The U.S. and other nations do not test as extensively as South Korea.
So more men are dying from COVID-19, and the disease is more severe in men, more mild in women. As to which sex is more likely to contract the disease, we do not have enough data. The data from South Korea could be somewhat influenced by the culture, so we cannot say at this point.
Now,the CNN article attempts to explain these data by the differences in lifestyles: men are more likely to be smokers and more likely to drink heavily. But there is a more likely answer.
SARS-CoV-2 (the Coronavirus) infects cells in the human body by means of the ACE2 receptors on the surface of cells in the lungs and intestines (among other places). ACE2 is more highly expressed — there are more of these receptors — in men than in women [1, 2]. This is due to the effects of estradiol, the primary estrogen hormone. Women have more estrogen than men, so they have less ACE2, so their cases of COVID-19 are less severe.
Ronald L. Conte Jr.
 Liu, Jun, et al. “Sex differences in renal angiotensin converting enzyme 2 (ACE2) activity are 17β-oestradiol-dependent and sex chromosome-independent.” Biology of sex differences 1.1 (2010): 6.
 Dalpiaz, P. L. M., et al. “Sex hormones promote opposite effects on ACE and ACE2 activity, hypertrophy and cardiac contractility in spontaneously hypertensive rats.” PloS one 10.5 (2015).