I think what happens is that researchers often don't report on - or at least don't highlight - uninteresting results, partly because of the difficulty getting uninteresting results published. So given that gender differences in IQ in general are eliminated for validity, a lack of gender differences in IQ amongst a seemingly arbitrary sub-population such as undergraduate psychology students doesn't seem to merit attention. I similarly wouldn't expect to find a study published about the lack of gender differences in IQ amongst say, red-haired truck drivers with carpal tunnel syndrome. In fact, researchers often highlight the usefulness of psychology students as research subjects for being representative of the general population in many respects, in addition to being convenient to recruit.
On the other hand, as undergraduate psychology students are so often used as subjects in many areas of research, it shouldn't be too difficult to find data that records both IQ and gender, and confirm that it is indeed uninteresting.
Starting in the 1990's, there was a flurry of research based on some interesting results - that there are gender differences in estimates of IQ (presumably due to some stereotypes). Although these studies don't specifically focus on gender differences in IQ amongst undergraduate psychology students, some of them do measure and report gender and IQ, and in some cases, the subjects are in fact undergraduate psychology students. Here are some examples:
... despite the fact that psychology attaches no significant gender
differences to general intelligence, psychology students appeared to
believe in the superiority of males.
Two hundred and forty-five undergraduate psychology students (65%
female) participated in the present study for extra course credit. ...
The only association with cognitive ability was the small positive
correlation between IQ and narcissism.
A total of 182 undergraduate students from British and American
universities participated in this study. ... 49 males and 132 females
were included in the statistical analysis ... Students participated in
this study as part of two lectures on personality and intelligence
assessment ... Correlations between Raven's test scores (Gf), SAI, ...
gender and age are presented in Table 1.
(Sex is listed in Table 1 as having a correlation with Gf of -.00.) There are many other similar examples from all over the world.
In some ways, the premise of the question seems odd: In as much as IQ is correlated with academic achievement (and it is, again for validity), it should correlate as much with acceptance to the program as it does with graduation results. Thus, other reasons, such as discrimination or life choices might seem like better explanations. Another possibility to consider is that psychology students are not always enrolled in the psychology program, and might include a disproportionate number of female students early on, who are actually from other programs that list psychology as a requirement, and have a female dominated enrolment throughout (eg, nursing).
However, the question is not entirely baseless. More recent research has started to use alternative measures of intelligence that are not gender-corrected as standard IQ tests are. This research does show gender bias in different sub-types of intelligence, and to some degree, overall intelligence. From a 2011 thesis:
No uniform agreement exists about male advantage in general
intelligence (‘g’) (e.g. Colom & Garcia-Lopez, 2002; Deary et al.,
2003; Halpern et al., 2007; Jackson & Rushton, 2006; Lynn, 1999;
Spelke, 2005), with historically no sex differences presumed, as
evidenced by the development of standardised intelligence tests (e.g.
Ackerman, 2006; Wechsler, 1944). Recent investigations have supplied
contradicting data, with male advantage reported on various measures
of Gf and Gc, such as General Knowledge Test (GKT), Raven’s Standard
and Progressive Matrices (SPM) and Wechsler Adult Intelligence Scale
(WAIS) (cf. Lynn, Allik, & Irwing, 2004; Lynn, Irwing, & Cammock,
2001; Lynn, Wilberg, & Margraf-Stiksrud, 2004).
The paper goes on to describe such a study, conducted on 85 undergraduate psychology students, that confirms the gender bias in "g" in that population as well.