Yes, I will play games that restrict me to play the opposite gender. I usually know what awaits me when I play a certain game - when I bought Doom all those years ago, I knew aforehand I'd be playing a carrot-topped brick shithouse; when I bought Planescape: Torment, I knew I'd be stuck with playing a funky mummy, and when I got Wheel of Time, I knew I'd have to play a lady in a white nightgown. None of these 'people' acted, looked, dressed and probably thought like me, yet I thought the game concept was fun so I still bought the games - I never felt cheated because I was stuck with one certain avatar.
I do feel a bit castrated, though, when a follow-up to a game where you could either create or pick your own character doesn't offer the same options. In Quake 2, you could pick either a male or a female marine (and with the first add-on a male cyborg), and several skins for each of them. In the sequel Quake 4 you were stuck with a male Marine-later-turning-Cyborg; now I usually pick male avatars (or rather, the vatar whose visuals I like best), but I was a bit miffed because they easily could have included a female player avatar... slightly editing dialogues would have done the trick, and giving male and female different cyborg stats later on would have been a nice addition. I actually liked the game, but... I still feel cheated, somehow.
Generally speaking, I'm not offended by being forced to play the opposite gender; I'm offended if a sequel offers less character options than the original game.