My mare isn't very dirty, but she does pee more than the boys. I think it stays cleaner because she doesn't mess the bed up as she would have to move away from the hay net to do it!
The mares I have had have always been really clean in the stable but the Arab gelding I had was an absolute nightmare. I had to keep him on shavings as he ate atraw but he was also impossible on straw as he was so dirty. You literally needed to take the whole bed out every day. On shavings he was better but was still very dirty. One mare I had was so clean, she made a point of turning round to pee in the drainage channel that ran along the front of her stable, bless her!