If we look at the behavior of alpha males vs. alpha females in other non-human mammalian species, it suggests that it is at least more common among alpha males. Not that it couldn't also happen with females.
What do non-human mammalian species have to do with anything? Few things vary across species more than sexual behavior. Even chimps and bonobos (very closely related, same genus) have wildly different gender roles, sexual/mating patterns, etc.
It makes no sense at all to invoke the entire of mammalia.
