While you of course have the right to play whatever the hell games you want to, you are sorely missing out of some great games if you never played them b/c of the male protagonist. And I do agree that Red Dead was awesome. Duke Nukem is a terribad game in it of itself, not just because of how he may act. I still think that GTA V should have had a woman protagonist. As a completely serious question, what games allow you to "celebrate and embrace my femininity" ?
Perhaps I am, maybe if they marketed those games to women a little better, I might not miss out on them, and those developers would spread their game distribution just a little further. However, I feel fairly certain that, with the glut of games I've played as a male protagonist, whatever I'm missing is probably worth the annoyance I'm spared at having to play as "Man to the Rescue!!!" yet again.
As for games which I feel allow me to embrace my femininity- there are no perfect examples, because those games have yet to be made, but I feel like ME allowed me to play as a strong, capable woman who was able to express her femininity without being squashed because her "reproductive organs are on the inside". Bayonetta is also a fairly decent, though certainly imperfect, example. Ideally, the type of game I'm looking for would allow me to play in an engaging story, as a woman, but not one who needs to wear skin tight, skimpy, and/ or see-through clothing to cover a body designed to appeal to a male audience, and not one in which my character needed to define herself by the expectations and sensibilities of her male counterparts. Hopefully, discussions like this one will help with that process.