This is a false perception, as can easily be seen by the numerous examples of female protagonists featured in games, particularly in Japanese games. In fact, for many gamers, we have a preference for playing female because our psychology is more aligned with that mindset. More accurately, we prefer playing a feminine character regardless of physical six (i.e., as feminine and masculine are socially defined concepts in any particular culture).
This was one of the more interesting aspects of a successful game such as Half-Life, for example. Gordon Freeman is a scientist, a theoretical physicist, not a soldier or "badass" male. Sure, he is in good shape and Black Mesa trains people at firearms usage, but it isn't his main forte' or that of other scientists at the facility. This made the character far more appealing/creates a sense of empathy for many of us and it can certainly be argued that it was one of the reasons for the success of the first game and the later success of the franchise as a whole.
The same can be said for Shion Usuki, the main heroine of the epic Xenosaga franchise. She is primarily a scientist and engineer, but also does martial arts as a hobby and to stay in physical shape. This makes her much more appealing that a female "badass". She's completely capable of physically defending herself, of course, but she doesn't have to be "badass" or have some type of masculine attitude or presentation of herself to achieve such an outcome.