I saw a documentary on TV once explaining this. Now bear with me as I try to relay what I saw. They showed basic "diagrams" of muscle tissue, fat/water, skin & the "connecting fibres" holding it together. Bear in mind we're generalizing male/female, not everyone is necessarily typical.
We all know women carry more bodyfat than men but this explanation compounded this even more. Picture the connecting fibres/threads as toothpicks all lined up like little soldiers, side by side (this being female). Now the toothpicks dumped & mixed up, they're all criss-crossed, haphazzard & more condensed (this being male). So what they explained is these threads/fibres can come loose so with several no longer connecting everything together it can create an open pocket for fat/water to accumulate and this is your cellulite "bump" whereas with males (in general) the threads being criss-crossed plus closer together there is always one next to it to hold it together. So with the female carrying more fat its a double whammy.
Did that sound like an archaic grade 3 explanation? When I saw it, it made sense.
As well, they went on to say that no cream no matter how expensive, how pretty it smells or how nice of a container it comes in will penetrate the many skin layers, get in there & repair these "threads". You can reduce the amount of fat (and some of it is water & toxins) in these pockets but thats about it. I think what some of these creams actually can do is "plump up" the skin a bit creating a bit of an illusion of smoothness, much like Preparation H.