I tend to rather play not female characters, although I sometimes do it.
For example if the male version is too ... warrior-like. I most certainly wouldn't play a Rambo, if I had any choice.
For example, I most certainly prefer Archers, if I can have them, and I often have the feeling ... well, following the cliché of a brutal, close-combat warrior-type (sword, hammer etc.) who is of course male, and a swift and agile female archer.
And I don't believe that many games were ever made to completely disturb this cliché.
This is imho mostly due to 70-80-90 % of ALL developers being male. Or maybe that's a cliché, too.
Who buys RPGs ? Who buys other games ? I once read that Myst and The Sims were mainly - and massively ! - bought by women. And I almost assume that WWII games are almost only bought by men - no matter which age.
RPGs are often about might & power ("Might & Magic"). Who actually wants to play with that ? "Becoming" a character that becomes more & more powerful ?
Is this really a women's thing ? Or rather a men's thing ?
Has this something to do with real world role models ? I recently read a short note about a scientific study which revealed that men would rather copulate with good-looking women - and women with "mighty men". Cliché fulfilled ?
Would women want to become all-powerful characters ? Or rather men ?
These are the questions I ask myself. And I'm quite sure they have something to do with sales as well.
By the way, "Kult - The Heretic Kingdom" is the only RPG I know where you can only play a female character - apart from "Gods - Lands of Infinity" maybe.
I would *really* see one day an RPG that was 90-100 % made by women ... I'd wonder how different it would be ...