They desperately wax, pluck, bleach, thread, shave... This is why so few people know that most women actually have beards. Ok, few can grow as much of a natural beard as men, but many have a bit of a stubble here and there. A significant number of Western or South Asian women have more facial hair than Chinese guys in fact.
But reality is harsh. The classic female moustache, once worn so elegantly by Frida Kahlo or the little dutchess in War and Peace, is currently out of fashion. It being out of fashion, however, doesn't mean that it's not pretty, hot, sexy! Most women would probably disagree with me there, but why not take Leo Tolstoy's word for it?