Oh, it VERY MUCH is an issue. Tons and tons of female led action films bomb. Of course lots of action films bomb, with a variety of stars, but the female fronted ones seem to struggle the most.
The only actresses that successfully do it are ones with a track record of playing tough, physically capable characters they can capitalize on for their action roles. You can't just grab JLo off the block and throw her into a John Wick type movie, you need her to do a series of action roles as a side piece first to build up. Charlize did this, Atomic Blonde was after her role in Fury Road, Hancock, and Aeon Flux (a bomb) which built her up first. Kate Beckensdale does stuff now banking on her Underworld fame.
Then the ladies have to put in the work to build up their bodies, work the fight choreography, and it helps when they are tall. It's really no different from the men, we just kinda assume every male action lead is rocking a six pack and pecs, hell, Keanu is probably the LEAST physically impressive action star at the moment even though he is fitter and thinner than probably 95% of other 60 year olds in the US