Here we go again. How many times does it have to be explained that male isn't the default choice? Every other choice doesn't need to be explained to you.
For the games I'm into usually the genders of the characters make sense within their narrative, otherwise I don't care. But if it's a story based game the gender if important whether they are male, female, alien, animal, lizard, anything. Contextually it has to make sense instead of be a tick-box.
I don't apply this to arcadey games and games that just focuses on pretty looking characters and cool designs (I almost exclusively play as girls in fighting games and I think the inkling girl is nicer looking than the inkling boy for example). But anything with a plot should have a narrative that works in tandem with the character it's built with. This is the case for all story-based media, including games.
List of my favourite games:
Bayonetta: Is a woman because the story is about witches. If it was about a Lumen sage I'd expect it to be a guy.
Guilty Gear: As a character I chose Dizzy and Ramlethal because the juxtoposition of their rather innocent/frail design and to their terrifying power is interesting. In the narrative either of those two being a guy wouldn't work.
Yakuza: Kiryu being a guy makes sense within the narrative, I don't even need to explain this considering the mini-games. Him being a girl wouldn't work.
Final Fantasy: Terra from FFVI was most likely chosen to be a girl for the same reason of why characters like Dizzy and Ram exist. Cloud was chosen to be a guy in FFVII fit well because of the role Aeris played in the plot. The story would have to be reworked if Cloud were a girl.
You can argue about gender stereotypes and needing to subvert them, but again, this itself is something that is an intention within the narrative, so it works fine. As long as it's not "Just because"
I just need to make it clear, I dont have anything against female protags. I have problems with characters that are X for the sake of being X.
I'm not a straight white male who believes straight white male is the default and needs no explanation, that too needs to fit nicely into the narrative. (I mean, I'm straight, but I'm not the other two).
Everything about a character needs to be done with a reason, lest the narrative get diluted with agenda and the need to appeal to a market rather than to tell a story.