Is there a country where they aren't, to one extent or another?
If there is, I'm going to guess it's somewhere in Scandinavia. They always seem to be a bit more socially enlightened.
I do think Final Fantasy has some of the better examples of women as main characters, when they put their mind to it. OK, the player avatar in FFX may have been Tidus, but as far as I'm concerned Yuna was the protagonist. Arguably the same with XII and Ashe. And yeah, for all the nonsense XIII pulled they did at least put some decent women with agency in the lead roles.
So they do know how to do it properly. They just have to remember to.