It reminds me of Zahavi's Handicap Principle and a peacock's feathers. A peacock carries around bright plumage which is energetically costly, which makes him more susceptible to predators, yet peahens are attracted to it. It's as is to say "Hey, I'm so great that I can bear this big handicap and still survive and reproduce."
A woman who advertises how high maintenance she is seems to be saying "Hey, I'm so attractive that I can bear the costs of being obnoxious and still find partners. Because I'm able to bear these costs and still find partners. Be attracted to me." Some men see her and think at some level "there must be something really attractive about her if she can be so obnoxious and still find partners. I'm attracted to her."
Particularly attractive women also bear different mating costs that unattractive women- constantly having to sort through men who are interested in them. Statements about her "high maintenance" status might filter out some of those less desirable (to her) interested men, leaving fewer men for her to deal with. It could also be that she brags about her "high maintenance" only to men she finds unattractive. (Again filtering out the undesirables).
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