Viliam_Bur comments on How to understand people better - Less Wrong
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I think this is probably usually not a mysterious answer to a mysterious question, though it could be. Bob would probably at least concede that women understand each other, and so are not made of mysteriousness. It's still the mind projection fallacy because he thinks it's something about women that he does not understand.
If women understanding each other doesn't prove they aren't made of mysteriousness, Bob's explaining to a man that he does not "understand women" implies that even a man might not know that Bob doesn't "understand women", implying with some assumptions about Bob's evaluation of Mark's self-reflectiveness that other men do understand women.
Saying "I don't understand X" is not a mysterious answer per se, just reflecting lack of one's knowledge.
But there is a chance that Bob has a mental model containing a mysterious answer, which generated this specific response. The model could be like "it is not possible for a typical man to understand women". Such model would give a mysterious answer to Alice's behavior, and to prevent falsification it would provide a possible exception for Mark (or anyone else, if necessary).
So we need more information from Bob, what exactly is his model. Does he believe that his "not understanding women" is caused by not enough knowledge or experience yet, or that there is some fundamental problem that prevents him from ever making a better model?
By social convention, "I don't understand women" includes the implicit term "And learning more about women does not pay off at what I consider reasonable effort."
I agree that statement is implicit and not a necessary part of the spoken utterance, but it is almost always there. Consider the very similar statement (by a non-nerd) "I don't understand math." It's substantially the same issue.