Because sex linked genes are almost always recessive. A male has the chromosomes XY whereas a female has the chromosomes XX. For someone to have the sex linked trait, lets say colour blindness they have to have the gene for colour blindness, which is recessive to the gene for normal vision. Therefore, in a male, if his X chromosome carries the gene for colour blindness, he will definitely be colour blind, since its the only gene for the condition he has and is able to have (as he only has one X chromosome). Whereas in a female, if one of her X chromosomes carries the gene for colour blindness, whereas the other X carries the gene for normal vision she will NOT have the colour blindness condition, since the gene for colour blindness is recessive to the gene for normal vision. She has to have two of the sex linked genes, to have the trait whereas the male only needs one, so its more likely a male will have the sex linked trait.
