There are stories with male protagonists, and stories with female protagonists. Why? Iunno. Why was Harry Potter not Harrieta Potter? Why was Lara Croft not Larry Croft? Why was Indiana Jones not Girlsname Jones? The character was just written that way. It's not some big conspiracy, and, frankly, there are a LOT of games with female leads that have come out just within the past few years.
I still personally think not playing/purchasing a game because you can't play a character with nether regions identical to your own is silly. A hero should be a hero because of the qualities they possess, not because of their gender. Would it be nice to be able to play male or female for whatever game you wanted? Sure, I guess, but why does it matter? It's not oppressing you and you're not going to catch a case of The Dudes by playing. All you're doing by boycotting games that feature only male protagonists is depriving yourself of some genuinely good games, and I'd say the same thing to a guy that complained about Metroid, Bayonetta, Tomb Raider, Mirror's Edge, Fatal Frame, Silent Hill 3, etc etc etc.
The only games I really expect to be able to play my own gender are in games where you create your own character, like Oblivion or Fallout. If you want me to create a character, it's probably because you want me to be immersed in the game and feel like it's "my" story. Otherwise, gaming is for me, at best, an interactive storytelling experience, and as long as the story at hand is an interesting one, I could care less whether I'm wearing sensible trousers or a miniskirt.