Obviously speaking for myself: But I like female heroes, I think they're grand. But I also don't mind a male hero with a well-developed story. The girl also does like a bit of romance in the plot, but, hey.... But I don't care if it means the fella is kissing a lady (which is me, a heterosexual woman, watching my player-avatar kissing another woman) -- it really means nothing to me when I consider who I'm playing as because it's what the story is trying to tell (essentially, I just restated what Mongoosey said but to compensate my gender).
I don't doubt that there is just a bigger market for male players. And I don't care, it's fine if I have to play as a fella. ...But I'm more upset when females are just poorly depicted or one-dimensional. One thing that annoyed me about Legend of Zelda: Skyward Sword was their depcition of Zelda this time around. I know she was loved for being bright and chipper, but she was used as story bait for the whole goddamn game because she needed rescuing. This irks me too because Zelda is a goddamn tank in the Smash Bros games -- an idea never seemed to catch on for future titles (yet...[?])
I admire when games actually try to make a likeable, butt kicking female. Bayonetta was (certainly her sexuality was a "fun" part of the act), Lightning I guess (I find her kind of bland though), Milla from Xillia gets quite a bit of love (so do a lot of Tales females, actually), I'm certainly loving Lara Croft, and can't wait to play Remember Me. To this day, Samus is a sort of pioneer hero of mine (yeah, I know that's cheesy :P )
Ultimately, I think it becomes a really sticky situation that becomes a lengthy pain in the ass to argue. Video game men are usually depicted to be overly or perfectly "masculine" and all the ideas that conjures up (tough, brave, strong, witty, whatever). Women are thenfeminine, and there are certain key features that have automatically attached itself to this concept and have for thousands of years. However! The problems comes from implications that attaching "women" or "womanly traits" to something that makes things inherently worse than being "manly" that causes a problem (e.g.; saying a certain line of work is "a woman's job", or being "gentle", and even down to being less deserving or generally less impressive). I do find it somewhat insulting that games with girl leads are thought this way -- even if women are a minority of players, how the hell am I supposed to feel by always playing a guy when they tell me that "no one wants a woman hero"? I sigh, but I also blame their depiction in games.
But I do think there is an eventual road block you hit with the manly-men/womanly-women argument. If you make a powerhouse female, she becomes sexualized, if you make her "tough", she shares traits of her masculine counterparts. I don't doubt there's a tricky path to walk when creating a female character. If you make her wear bikini armor, you're gonna get slack, if she wears glasses and a turtleneck, no one's interested. All the same though, not like many men are like their extreme machismo-counterparts.
Anyways. I hope it doesn't sound like I"m gonna go outside and burn my bra; but I do get upset when there's obvious problems going on with how women are seen. Certainly devs feeling this is not a step in the right direction. In fact, it's no step at all, we stay where we are.