I know games tend to use male protagonists and a sexy female icon for marketing but I tend to look into the game itself rather than the marketing strategy.
Fanservicy it might be, Tekken is pretty good with it female characters with them having their own rivalries and stories apart from liking a male character. Nina and Anna, Lily and Asuka for example. I can even say they're more popular than the male characters. Xiaoyu and Alisa even had their own movie.
Guilty Gear has two main male leads, but it's the first fighting game I know who featured a female boss and has consistently done so in all its main titles. Blazblue followed this trend.
As for Starcraft, I've always found Kerrigan to be the most popular character and I love her.
Basically I just think male leads are more abundant in action or adventure genres due to the fact that most soldiers, adventurers, fighters etc are men. Of course we're gonna change that, but for example, if you set a game realistically in the medieval period, a female knight is very unlikely.
Good thing we always find a way to bend reality so what bothers me are universes where physical strength isn't really needed but women still end up much weaker *cough* Naruto *cough.*
The fact that visual novel games (particularly shoujo ones) where female leads are abundant aren't that popular outside Japan might also explain the skew. I think if VN games are regarded the same way as othe popular genres, we'd have more female protagonists.