Well, you gotta make a difference there depending on the type of game. In a jump'n'run the protargonist really isnt important and could be just a ball of goo (just dont call it gooboy or something), I doubt anyone would criticize the lack of a gender.
Now when it comes to rpgs then its clear that its easier to get into a role if its closer to you. Like I naturally create a fem shepard or hawke, because that just works better for me. Same goes for any mmorpg.
When I play saints row 3 and (hopefully) soon saints row 4 with my boyfriend, it would feel odd if either of us was forced to not play as the fitting gender.
There are also games where its weird for me when I'm playing a male protargonist (elizabeth needs my help to pull a lever? I doubt I'm much stronger than she is, but the brown-haired, white, 30ish guy im playing naturally is) yet I tolerate it as its necessary to define the PC to be able to tell a story like that (or just makes it way less of a fuzz...).
Its even easier to tolerate that when I know there are games like the new tomb raider, mirrors edge and remember me which turn that around.
I think it is necessary in the current state that we ask why the creators decided to give the protargonist the gender they gave him/her. making just another 30ish, white, male guy is really lazy and I'd prefer if they just run a random generator to get atleast some personality (random being better than bland to me).
But we have to ask in any case, not just when the decision was made to make the PC male: Making a female character just to make a female character is just as bad.
So in conclusion: some games dont need a gendered PC and it might be good to just dont give it a gender at all.
some games benefit a lot from giving the player the choice.
and some games need a more specified protargonist, which is alright if that doesnt automaticly mean hes gotta be male.