It's because when a guy stimulates the G-spot, it's pushing up against the bladder. Most chicks prefer clitoral stimulation, so it's not really an issue.
I remember the first time I (nearly) came from the G-spot, I kept telling my boyfriend I was going to come, and then all of a sudden I was like "STOP. I think I'm going to pee" and so he stopped, and then I realised I didn't need to pee. So he started up again, and the same thing happened. We ended up finishing up without me having an orgasm (or peeing) on my request.
Anyhow, the next time this happened, and I mentioned that I was going to come / going to pee, my boyfriend wouldn't stop. He wrapped my hand around his penis, and he was so hard and there was heeeeaps of pre-cum, and pushed me back down. I tried to squirm my way out of it, but he was adamant I wasn't going anywhere. He started talking all sexy, and that relaxed me a little bit, and then... I CAME! It squirted out all up his arm, and him, with no qualms, put it straight to the taste test, while I lay there feeling really really good, but slightly anxious all the same. "It's flavorless" he announced, and then had me see what it tasted like also, which I did, because I just wanted to be sure, y'know? :D
Anyhow, we worked out that very day that I was multi-orgasmic and a squirter. It's fucken' awesome! I haven't looked back.