Being teased a lot when I was younger (I heard green giant in elementary school more times than I'd like to recall
) has kept me away from guys shorter than myself. I'm not really tall but at 5'9" I sometimes feel like a giant when I'm around my friends who are shorter than me.
My best friend is like 6'0" and has always dated guys shorter than her, they don't seem to mind and neither does she. But she, unlike me is very slender and I think that adds to the comfort level. I would say for me its not a need to feel sheltered but more of a desire to feel feminine and thats not easy when your stature overall is larger than most guys.
Now to the other extreme, my roomie is 5'5" avg height for a lady and yet she wont date a guy shorter than her. In fact no matter how cute they are if she determines them too short shes immediately turned off. She wants to be able to wear her 3-4 inch heels and still have the guy taller.
To each his/her own I guess.