I think it's mainly to increase female participation in chess. Your question is not stupid at all, but having seperate championships and titles is. You should search the forums. There should be several threads talking about this.
Women vs. Men
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Well, there are no "men only" tournaments I know of, since tournaments that are open to men are almost always also open to women. There are, however, women's championships (along with corresponding titles, such as WGM). I suspect that the main reason is that women's levels of achievement in chess have historically been substantially lower than that of men. This seems to be changing with time, however, as female GM's are no longer the great rarity they once were.
However, a deeper and somewhat murkier reason probably has to do with the general historical taboo against having women and men competing against each other in any sporting arena -- even when it's not a simple matter of physical differences. Although this is probably a complex phenomenon, it probably has mostly to do with the ongoing historical effort to keep women "in their place" by excluding them from the "real" competitions & championships.
This is very general, I hope I get a lot of answers:
Why are there championships "men only" and championships "women only"? What's the difference, this is not tennis or weight lifting!
Is it a stupid question to ask?