It's not just you. Male characters are four times more common in literature than female characters and books with male protagonists sell on average 10 million more copies than those with a female protagonist.

The reasons for this tap into every facet of the patriarchal societies that publish and consume this literature. Male authors have more opportunity and male characters more (perceived) freedom, making them easier to manipulate within the readers accepted societal boundaries.

As consumers we can work to redress this imbalance by actively trying to read more diverse authors. You might find your preference is just down to probability - less to choose from means you're less likely to find the books that really speak to you. And if you really can't find it, why not write your own? Take all of the things you like about your male protagonists and put them into the female lead of your own novel. I'd read it!