I have a different explanation than a lot of commenters here.

If you're reading traditionally published books, the publishers select novels based on whether they think they will do well with a certain demographic. So they will push female protags in genres/books that they think will do well with women, and push male protags in genres/books that they think will do well with men.

You might just be finding that it's very difficult to find a trad publisher who decided to publish a female protag in a genre you enjoy.

As an example in an adjacent field, 99.999% of shounen anime (Pokemon, Yugi-oh, One Piece) have a male protag despite cross-gender appeal.