I play as women in these games because I'll be damned if narrative gender perceptions are going to dictate my play style and RP. The Lone Wanderer always made more narrative sense to me as James' daughter rather than his son, what with the way he was hyper protective of them after losing the most important woman in his life.
Skyrim had Dragonborn serving as an inverse of Alduin (and later Miraak), and so having the character be a woman added yet another layer to that theme.
It also makes the transformation from Nobody to Conquerer of all Creation a much more pronounced metamorphosis, due to the perceptions of women's roles in narrative.
That said, I do play as male characters quite often. I have more male characters in Skyrim, but the character I spent the most time playing was a woman. Fallout 3 I almost exclusively played as a woman, while the opposite is true with New Vegas.