Why do women have dimples on both sides of the lower spine?

Not sure which: dimples you refer to, but anyone skinny, whether male of female will have a noticable sulcus (or you may call it dimple) at the region of their sacroiliac joint -- the sacral sulcus -- as the posterior iliac crest protrudes more posterior than the sacrum, which results in the sulcus, but it is present in everyone -- you only visually notice it if the individual is skinny/slim.

Surface anatomy: The preceding answer suggested these are seen in thin people. These are part of the normal surface anatomy and one need not be thin, or female, although they are celebrated in art, usually in Rubenesque women. Google "sacral dimples of Venus" for some illustrative examples.