What group is most likely to be in a single sex school? I'm going to assume it is a kid who has pretty restrictive parents as far a sex goes. You may be connecting two unrelated things.
But the problem with co-educational schools is that these students are most likely more prone to premarital sex and relationships. Students who are in co-ed schools focus more on relationships and sex rather than academics so that explains why single-sex school students get higher grades.
"It may be that the universe is just one of those things that happens from time to time."
- Edward Tryon