Commenter jshyde has outlined some of the problems. First, the combination of many small group differences using Mahalanobis distance is misleading, and would lead to a large apparent difference between any two relatively similar entities - Serbs and Bosnians, locations in North and South Dakota, what have you. Second, the personality measures are self-reported, which leads to some question of whether the answers carry a small bias driven by cultural expectations. Even a small bias would appear large if added according to the rather unorthodox statistical approach. In addition, these findings seem to claim considerably larger gender differences than previous research.