Background/Objectives: Papillary thyroid carcinoma (PTC) shows a striking sex disparity: women are diagnosed roughly three times more often than men, yet male sex is an independent risk factor for recurrence, disease progression, and disease-specific mortality once PTC is established. This “female incidence–male mortality paradox” has hormonal, genetic, immunological, and clinical explanations, none individually sufficient, and clinical risk-stratification has only recently begun incorporating sex-relevant molecular variables. We synthesized this evidence and evaluated an underexplored regulatory layer, non-coding RNA, as a candidate mechanistic bridge across the pathways implicated. Methods: We conducted a structured narrative synthesis of epidemiological, hormonal, genetic, immunological, and clinical literature on sex differences in PTC (over 100 candidate papers), integrated with institutional pilot data (native-classification reanalysis of tumor-only clinical exome sequencing; 18 patients, 13 female, 5 male), an independent validation query of The Cancer Genome Atlas (TCGA) thyroid carcinoma (THCA) cohort (n = 564) for two immune- and stroma-related transcripts, and a targeted review of non-coding RNA literature intersecting the mechanisms identified. Results: Global age-standardized incidence in 2022 was 13.60 per 100,000 in women versus 4.60 per 100,000 in men, while mortality rates were far closer (0.53 vs. 0.35 per 100,000); this gap narrows toward parity for small, subclinical tumors, consistent with detection and surveillance bias. Independent of detection bias, male sex remained an adjusted predictor of mortality (HR 1.46–1.63), with the female survival advantage confined to age under 55 years and a marked sex-by-BRAF/TERT genotype interaction (HR 0.70 in BRAF-wild-type disease versus 2.74–3.51 in BRAF V600E-positive disease; HR 37.77 with BRAF/TERT co-alteration). Institutional and TCGA data were consistent with a more immunosuppressive, PD-L1-low, α-SMA-high male tumor phenotype. Literature review identified the lncRNA XIST, X-linked microRNAs, and an androgen receptor–miR-146b axis as mechanistically plausible, PTC-relevant non-coding RNA regulators of these same sex-differential pathways that have not yet been analyzed with patient sex as a stratifying variable. Conclusions: The paradox reflects superimposed detection bias and multiple converging, incompletely consistent biological mechanisms that disadvantage male patients once PTC is established. Non-coding RNA regulation of these pathways is mechanistically plausible but remains untested by sex, and represents a concrete, near-term research priority for sex-stratified PTC investigation.