Some prefer the animations on females, some like how the armor looks on females etc. There are plenty enough reason for why a male would pick female and vica versa. I know this kid that loves games, and he plays both genders in games he can choose, and he goes for how they look and what they are wearing as in cool factor and don't care if its a girl or boy.
Games are awesome because you can pick and play whatever you think is cool. Gaming is great!