I'm guessing you're asking this question because the experiences you've had with women who couldn't make up their minds stand out in your memory- which is a sort of selection bias with the same sort of logic as "I always get shitty hands in poker" or "I always have to wait really long for the bus."
But okay, suppose we refine your question to "why is it that women sometimes don't make up their minds?" You could attribute it to sheer randomness. Men don't always make up their minds, too. Sometimes you make up your mind, sometimes you don't.
Further refinement- "Why does it bother me that women sometimes don't make up their minds?"
I will have to ask, then- does it bother you only when women don't make up their minds? What about if and when men don't make up their minds? Do indecisive men bother you? If so, then the problem is your inability to deal with indecisiveness in general, which is something you can personally work on and transcend. If not, then you may be a bit biased.
The next question to ask is- do women also find other women indecisive? If yes, does it bother them? If no, perhaps they simply want to weigh more options?
Perhaps it is possible that men and women are wired differently, or brought up differently, or more likely, some combination of the two. Women, in the conventional, traditional sense, have to deal with children, one another, and generally more social situations that require the navigation of more nuances and subtleties. As such it should come to no surprise that they are perhaps a little bit more likely to consider more options, and for longer periods of time. Men on the other hand, in the conventional, traditional sense, tend to be in a lot more structured roles that require decisive action. Men are more likely to think "fight or flee" while women are more likely to consider a whole range of alternatives.
Of course, you can never predict individual behaviour. There are and will always be men who are more indecisive than the typical women, and women who are more decisive than the typical man. I would suggest that you worry not so much about people in general (unless that is something you are personally interested in pursuing!) and try to make it a point to communicate effectively to the people in your life you might care about (say your girlfriend, or sister) that you value and would appreciate decisiveness. Find some compromise somewhere.