My IMHO, of course, but maybe the question is the access to actual information? I may be mistaken, but I assumed that Southern womens were generally sheltered from the realities of war until it came to them directly. So, it seems that for many of them the situation looks like the constant string of great Southern victories over "hated yankees"... and then, suddenly, the reality strike, and the Confederacy became defeated.
Again, I may be mistaken, but I saw some parallels here and the Germany "backstabbing" theory after World War I. Again, the average German population was sheltered from the frontline reality enough, to actually believe - up to 1918 - that the German Army are marched from victory to victory and while the war is taking a hard price, at very least it would be concluded in acceptable for Germany terms. And then the autumn of 1918 came, and suddenly the German army was on full retreat, the German allies fell apart, and the German Navy munitied rather than sortie for action. The disrepancy between the previous propaganda-created version of events and sudden reality was so great, that majority of Germans easily swallowed the theory that "Germany wasn't defeated, by betrayed by... (long list of "internal enemies" followed)".
So. Maybe the same effect was presented in 1865 also for Southern womens? Mens, even far from the frontlines probably have better access to actual data about the situation and knew far in advance that the war was actually lost. But womens were probably "protected from the ugly reality of war, too cruel and horrible for the women delicate mind", and may actually be much more surprized with the outcome.