The women's bar (I'm a chick) is smaller in circumference then the guys bar.
With the guy's bar if it sits in the crook of my fingers (where it is supposed to be for a deadlift) it is also in the webbing of my thumb (if that makes sense). So it is in a solid position to be pulled and also in a solid position for me to roll my wrists back for the catch.
With the women's bar if it sits in the crook of my fingers (where it is supposed to be for a deadlift) it either skids back along my hand (frigging ouch!!!) when I roll my wrists back for the catch... or it stays in my fingers and my wrists nearly snap off backwards at heavier weights (frigging ouch!!!).
In order for the women's bar to be in the webbing of my thumb (where it needs to be for a solid catch) during the pull I really need to hook most of my thumb in under my fingers so only my thumb and smallest finger is actually making contact with the bar. If I don't hook my thumb under I can't catch it safely.
So... Maybe it does depend a little on the length of your fingers. I do think, though, that your fingers gripping your thumb is more secure than your fingers gripping the bar, though. Does take a while to get used to. My lifts are feeling very strange at the moment because I've only just learned the reason for my wrist problems. I figure I'll get used to it soon enough, though.