I would think that they do, but then also they probably differ from person to person as well, regardless of gender.
For me this book induced a variety of emotional responses that did not always make sense. There was a part of me that wanted Lolita to love him back, there was that part that was intrigued as well as digusted by his desire for young girls. At times I had compassion for Humbert, in between feeling intense aversion for him.
I am just reading White Oleander and Astrid, at 13, has an love affair with her foster father who is around the same age as Humbert. A totally different situation as Astrid is in love with Ray. After their affair, Astrid reads Lolita and thinks that Humbert is nothing at all like Ray. Astrid feels much remorse after the affair as she feels like she is a very destructive force in the lives of her foster family and begins to see this as being her fault, because of her sexual feelings and the aura she gives off because of it.