Preface: the things I'll mention have, for the most part, improved a lot in more recent games.

I default to women nowadays in almost every game I play. A lot of it is because back when I was a kid male characters were basically hulking hairy ogres with your choices of hairstyles being short, spiked punk and bald. For example: one of my favorite games from my youth is KOTOR, and the male faces are incredibly forgetful. It's all white guy, white guy with a scar, white blond guy and so on. And that doesn't appeal to me in anyway. On the other hand women got many different options for hairstyles and faces that were cute, which is something I like to be able to be in games. Granted there are a ton of games where the women were just eye candy, and yet that was still more interesting than generic white guy #555.

There's something very appealing to me in being able to be a cute girl that still kicks ass in the same way as any buff guy in that world.