Some dumbass nickname created by someone who thought they were the cleverest motherfucker alive. Probably spawned by a Washington Redskin fan, unknowing of how many less Super Bowl titles they have than the Cowboys.
Redskins Fan: I've got an idea! Let's call them the Dallas Cowgirls! HAHA!
Cowboys Fan: Excuse me? I couldn't hear you. I have 5 Lombardi trophies blocking my ears.