Why is it ironic that Pygmalion decides to make statue of a woman?

Answer 1

Because the myth says that he was a "woman-hater". He basically ignored all the females in his town who were trying to get his attention, and focuses totally on his art.

Answer 2

I don't believe the Irony is in his choice to make a statue of a woman. Venus had turned a group of women into shameless prostitutes for refusing to recognize her power and give adulation.

Face with this it's reasonable Pygmalion would create a woman of beauty. To me the irony is, the vengeful Venus was so impressed by his adoration of another (the statue) she would give it life. It would seem out of character.