In mammals, females tend to be smaller than males. Humans aren't an exception. Height is determined not only by genetics, but also by environmental factors. Height differences between genders are observed in all studied human populations, so it's likely a sex-influenced trait. There are other sex-influenced traits like physical strength: males tend to be stronger than females (the average woman has 2/3 of the strength of the average man).
By "Asians", I presume you mean East Asians (since West Asians are more closely related to Europeans and North Africans). I've never read anything that relates to what you say, although I must admit it's possible. Considering that European women have at birth more "curvy" bodies than those of their East Asian counterparts, a smaller difference in height between genders is also possible. That said, if it does exist, it must be a small one and hard to determine considering the role of environmental factors. The variation in height is surely much bigger between East Asians born in the 90's and those born in the 20's.