My wife has always been much more frugal than myself in most ways (and I've never been ostentatious,) and I think it's a cultural thing. She grew up in the USSR. That meant getting used to lots of things: never going out to eat, multigenerational living in a small apartment, not having a lot of money, shortages, et cetera.
Now, Russia's gotten way more materialistic since perestroika, but the general point might hold: if you're having a hard time finding frugal American women, you might want to try seeking out women who weren't born here, and hence might not have consumerist values quite as deeply ingrained. I'd caution that coming from wildly different backgrounds can cut the other way in a relationship, but add that those cultural quirks can also be endearing. YMMV.
Of course, there are plenty of American women who are frugal et cetera. I just suspect that the odds that a woman is naturally frugal jump once you hear a slight accent or see a name you couldn't guess how to pronounce.
