What fallacy (or fallacies) does this statement fall under? Why?

I would say it comes closest to "argumentum ad passions", or an appeal to the emotions of the recipient rather than any factual evidence. It's a statement, an assertion, that usually lacks the proper support.

But it does depend on what the speaker/writer means when they say it. I've seen it used as a way to say guys who don't assert themselves or are unwilling to break the rules can get stepped on by those who ARE willing. And in this case, I don't think it's an appeal to emotions. But in other cases, where the intent is to focus on the wrongness of it all(especially with reference to women's taste in men) it's more an emotional appeal, with the expectation that the audience/recipient will simply accept it as fact and focus on the injustice.

But CAN a statement as vague as this even be properly supported for a logical argument. Is a "nice guy" well defined? Is it an adequate description of anyone on Planet Earth? And what does "finishing last" mean? Does it mean with women or with anything? If it means anything, surely it can't be true. If a guy lives long enough to be judged as nice, by himself or by others, he's already ahead in certain aspects. Not everyone gets to live that long.

double entendre

It could mean that a nice guy is rejected by a woman more often than other men are, and it could also mean that a nice guy is considerate, and holds off until the woman climaxes.

A generalisation, which implies that it applies to everyone, which is rarely right..