never met special care for one gender then the other except contextual. Some games make poor choice for the player.. looking at you DC.. but usually they are more equal then it should be (easier to develop).
Always playing female characters since my UO times and never felt my character pushed away.
Mount&Blades: Warband is quite challenging as it is medieval and as such it's pretty harder to get any land property of your own. And in some games it looks freakishly strange.. as Saints Row 3 but that game is intentionally absurd enough that it doesn't matter to have female as dirty gang boss.
But the other games seem pretty equal. What one can do, can do as both genders.