It definitely has to do with guys being most of the video game market. Not only are guys less willing than girls (speaking generally of course, I have friends who contradict this (some just to be contradictory)) to pretend to be someone of the opposite gender, but there's still a lot of subliminal sexism in our culture. Not just the whole "women are weaker" thing, but also there's a notion that women need men. Seriously, how many independant female role models are there today? Even if the protagonist is a girl, most of the time, she realizes she just needs a man to settle down with and can't be happy otherwise. I think a little of that is men projecting. Women also just don't seem as interested in pointless fighting (again, generalities, feel free to prove me wrong). I know I get kinda bored by fighting the same 5 imps over and over again to level up when what I really want to do is beat bosses and advance the story. Ultimately, though, I think it comes down to the thought that "hero" still suggests the imagery of a man. A shame? Perhaps, but there you have it.