In my stories and scripts, I tend to use female protagonists, for a few reasons.
1) Most actors are female.
2) Most people reading scripts for theaters are female.
3) Most theater-goers are female.
I found another reason in Jordan and Wilner (2009):
"There's ample evidence that both award committee and the ticket buying public (by every estimate at least 60% female) find female characters extremely likable, whether written by men or women."
Wilner, S. & Jordan, J. (2009). Discrimination & the female playwright. The Dramatist Sept/Oct 46--51.