For me, the male characters are someone I might want to be. The female characters are someone I might want to be with.. an adventuring companion of sorts. Sometimes I almost feel like I'm a coach for my girls.
I think female characters in games are better looking than males, both in appearance and movement. The female form is a wonderful thing, even if it's computer generated. Those attention grabbing shapes and curves are undeniable. Females in games generally have idealized figures, too, so it's easy, for me, to prefer them over males.
I won't even pretend to know how a woman thinks. Anytime I've "acted" as a female with others it was in a joking manner. "Does this armor make me look fat?" "Oh, darn, I broke a nail in that last fight."
Seriously though... imagine the world of entertainment and book publishing if there weren't male screen writers and authors who didn't create female characters. Those industries have plenty of men who 'get into' the female mind and create memorable fictional characters that are well known and loved without compromising their masculinity.
In game I accept the fact that probably 70-80% (not sure of the actual stats) of female characters have male 'operators.' If I party up with someone, I treat them as gender neutral. If they become a friend, then the subject of gender can come out whenever it may. If someone starts 'acting weird' towards one of my girls, I set them straight real fast.
So if someone starts bugging your lovely warrior, just ask him, "Are you aware that 70-80% of female characters are played by men?"
Made for some interesting conversations. lol Learning not to assume 
