Judi Dench, Maggie Smith, Helen Mirren, Katharine Hepburn, Grace Kelly, Cate Blanchett, Jodie Foster... Julia Roberts, Sandra Bullock...

I think it probably is a sexism thing. I imagine it's half due to society and how people can look at attractive females as "got the role for good looks" first, actress talent second (and this is a view I have seen from people of both gender). The other half is probably down to lead roles being primarily written for men rather than women, be it intentional or unintentional for the sake or ratings or any other range of things.