Why do women say "I won't judge you"?

I’ve had many women, but never a man say this to me. It usually comes out jokingly or when they have differing opinions.

I heard Cage say, “She said she wouldn’t judge me then a gavel fell from her purse,” which made me realize that they don’t really mean it when the say it, so what’s the point… or what does it mean. I never say it because I don’t judge others.

It annoys me because I’m bohemian and don’t judge others, and when somebody says this they’re obviously judging you.