In the Bhagavad-gita, why does Krishna say women are less intelligent?
First, in the Bhagavad-gita, Krishna says real intelligence means to act in Krishna consciousness, or to direct all our activities to the service of the Supreme Person. Those who are more interested in the temporary things of this world than in understanding the Supreme are considered "less intelligent."
Men and women are equal spiritually, while each has relative material strengths and weaknesses. Practically speaking, women—and most men engaged in business and in working hard—are mostly interested in sense gratification. Krishna's list of less intelligent classes of people includes all who are primarily looking for wealth, fame, beauty, and the opposite sex. This is true of everyone unaware of the goal of human life, regardless of gender.
Sadly, many women are more interested in their bodies—being beautiful, slender, and well dressed—than in becoming Krishna conscious. In this age of Kali, men are also becoming more and more bodily conscious. Therefore the Srimad-Bhagavatam describes us all as lazy, misguided, unfortunate, prone to forget, and always quarreling over nothing. (SB 1.1.10). This is the nature of this age. Women are also becoming more prone to act like men, and men like women. Unfortunately, neither is very interested in spiritual life, so both are "less intelligent."
On another level, Krishna is really the only purusha—enjoyer, or male. Everyone else is prakriti—energy, female—and is meant to be enjoyed by Him. "Female," in that sense, refers to everyone; all living beings exist for Krishna's enjoyment.
Fortunately, elsewhere Srila Prabhupada stresses that anyone—man or woman—who takes to Krishna Consciousness is intelligent. (Chaitanya-charitamrita, Adi Lila 7.2.) You can also look in the Teachings of Queen Kunti for more wisdom Srila Prabhupada has to share on this issue.
Also, in terms of advancement in pure devotional service to Krishna, the gopis (Krishna's cowherd girlfriends in Vrindavan) reign supreme. Krishna's dearmost female counterpart, Srimati Radharani, is the best of all devotees; so, objectively speaking, women are in the lead where it really counts.
Whether you happen to be in a male or female body during this lifetime, chant Hare Krishna, be happy, and you will be most intelligent. As it is said, "Persons who are very expert and most intelligent in understanding things as they are engage in hearing narrations of the auspicious activities and pastimes of the Lord, which are worth chanting and worth hearing. Such persons do not care even for the highest material benediction, namely liberation, to say nothing of other less important benedictions like the material happiness of the heavenly kingdom." (Srimad-Bhagavatam, 3.15.48)