afaik the entire board started because moot went to cons, so cgl was basically where "convention" people gathered. Japanese brands didn't have a shop on US soil until recently, but they did have pop-up shops at cons, so lolitas started frequenting the conventions board to see the programming and such. Later on when the con board became permanent, cosplay and lolita got grouped together because of conventions being a commmon meeting ground.
I've heard that fa isn't very friendly to any female fashion, though, we keep getting people complaining about fa being dicks, or sometimes there's a thread on cgl where someone says fa shitted up their thread and sent them over to cgl because they posted some normal-looking girly outfit. I'd say fa, or rather, the shitposters on fa, are just as responsible for keeping jfashion and lolita out of fa as much as the fashions being on seperate boards by themselves.
Mind you, there's a lot of difference between lolita fashion and "normal" fashion, so "normal" fashion and lolita wouldn't really mix anyway. But the first fa crossover thread on cgl got deleted because some guy on fa "just wanted to rile girls up", his words, not mine, as written on the first cgl thread over in fa. I get that this is apparently "fun" for some guys, but here you go, the natural consequence is that girls just prefer to post here rather than at fa. We have our share of trolls and jerks, but at least you don't get guys being dicks and shitting up entire threads just because they can't handle a girl posting on 4chan.