In prehistoric times, life was very tenous... An alpha male was not guaranteed to be alpha forever, he would get sick or injured eventually and I think women evolved to branch swing to the strongest male when an alpha showed signs of weakness. The women who stayed with a broken, diseased alpha male were at a disadvantage over the women who cut their losses and moved onto the next guy. Loyalty during the hard times was likely selected against.

Men are romantics pretending to be realists, women are realists pretending to be romantics.