@Brwned are you playing Devil's Advocate here or do you believe wholeheartedly in what you're saying?
I don't think there's a right or wrong answer to the question posed, but I do think you've chosen to look at it through a very narrow lens.
For the most part, younger people as a whole are less jaded and battered by life - in turn the energy they give off can be revitalising, refreshing, re-energising, nourishing... you get the picture. In many aspects that certainty of purpose and belief they are 'special' and
will change the world and all the other rhetoric those in their early 20's swear by is at its most powerful and radiant. Essentially, life hasn't fecked them yet and they are all the better for it.
Generally, as you age, you might become more successful, but you also become more cynical, more bitter and certainly not as 'fun' for no good reason. I try my damnedest to not let my world view and "grown" outlook weigh down younger people in that age range... life will do that to them eventually, so in the meantime it's paramount they have their fun, go on the journey of self-discovery and have an organic vitality to them that is, in its own way, infectious if not married to some of the more vapid traits one might expect of someone in that age range, which is where finding the less naive or young (as in poorly developed) comes into play.
Left to my own devices, I can hyper analyse and deconstruct people, things and life to levels I'd rather not and I know having uplifting people around me way lays a good portion of my cynicism. On the superficial level, one might argue women are in their 'prime' at the age Di Caprio seems to hone in on, but perhaps there is more to it than you're giving credit for and there is an element of him siphoning their vitality to keep himself young and alive in spirit, or even keeping darker parts of himself at bay. To the broader question you asked, surely you can see why some men would seek those aspects out?
I saw someone else put forth that they are easier to influence, empty vessels with a lack of emotional development, but that certainly isn't assured. There are plenty of women in their late 20's, early 30's who are dire representatives of adulthood by virtue of being in one, maybe two long-term relationships their entire adult lives where they've led a sheltered existence and don't have half the life experience of others a good few years younger than themselves. You also put forth sexual development, but a younger woman may have been in more relationships, or had more jollies than an older one and picked up more tricks, skills and knowledge of self than the older one, so it's not the best marker to place outside of general terms.
The topic seems more multi-layered than it has been made, if you really start to break it down. Di Caprio may well just be a superficial, base individual who likes pretty, dumb and naive youngsters... there also might be more to it than initially meets the eye, he says trying to leave his cynicism at the door.