I'm a woman, and I didn't buy Alpha Protocol for precisely this reason. I didn't buy The Witcher 2, either. I blew it on the first one because it didn't even occur to me that I wouldn't be able to play as woman in a RPG. (BioWare spoiled me, evidently.) I learned my lesson. Now I check before buying. If I can't play a girl, I don't play.
I am not fully like this, but many rpgs MALE! Leads do turn me off of the game. I mean, Male Shep is fine. Witcher 2 I couldnt get past the interrogation. It felt like he hated women, and they seemed so unreal. Its that way for me with all video games. Link, mario, sure why not, they are fun. But Duke Nukem was emotionally soul crushing.
On topic: I have to say that being told delays twice at the last minute has made me annoyed and very pessimistic. They probably will deliver on time, but I am struggling to not be very critical of something I know nothing about. I guess its the effect at the height of excitement it being dropped makes me feel like expecting the worst even when it starts getting better.