I would join the "more pleasant to watch" gang, but I would also say that maybe getting an experience that I can't get IRL is an incentive to play as a female character for me. Also that's probably the same as with Ranma ½, and people feel differently about it.
And also maybe because exclusively male characters tend to fit in the heroic overcoming archetype that does feel a bit stale
To feel more aligned with a character and try the story on oneself, maybe
But I also have never tried that as this seems to be a missed opportunity to play as someone else