As others have pointed out this isn't just a problem for females. Look at all the male characters who only exude machismo. As a beta male, characters like Marcus Fenix and Duke Nukem are unappealing because they are so one dimensional.
It's more-so a problem with the path of video games in general. For most games violence, guns, and killing are embedded at a fundamental level. Regardless of whether the character is man, woman, or anthropomorphic animal, they are normally placed in a power role.
One of the most empathetic characters from last year for me was a collection of wire and yarn with Yarny from Unravel. He was a character focused on emotional strength, through love and perseverance. Naughty Dog also seems to develop some pretty well rounded characters. Pretty much everyone in Uncharted, sans Chloe, seem multidimensional. Elena is a good example of a strong female character who is not out pillaging villages and slitting throats. Joel, Ellie, and the ancillary characters in The Last of Us are also great examples that even extend beyond the typical boundaries of race, sex, and sexual preference.
Until games and gamers quit relying so heavily on violence as a driving force behind games, "strong" characters will continue to be tropes.