The rationale for it is as follows: if I am a male with a long tail, my father is more likely than not to have had a long tail too. This is just ordinary heredity. But also, since my father was chosen as a mate by my mother, my mother is more likely than not to have preferred long-tailed males. Therefore, if I have inherited genes for a long tail from my father, I am also likely to have inherited genes for preferring long tails from my mother. By the same reasoning, if you have inherited the genes for a short tail, the chances are that you have also inherited the genes for making females prefer a short tail.
We can follow the same kind of reasoning for females. If I am a female who prefers long-tailed males, the chances are that my mother also preferred long-tailed males. Therefore the chances are that my father had a long tail, since he was chosen by my mother. Therefore if I have inherited genes for preferring long tails, the chances are that I have also inherited genes for having a long tail, whether or not those genes are actually expressed in my female body. And if I have inherited genes for preferring short tails, the chances are that I have also inherited genes for having a short tail. The general conclusion is this. Any individual, of either sex, is likely to contain both genes for making males have a certain quality, and genes for making females prefer that selfsame quality, whatever that quality might be.