Because it just doesn't make sense to see women in decision making positions in older times, because mostly women weren't even considered capable of making decisions in older times, hell bible don't even allow women to teach in schools because of their lesser intelligence (specially to male children). Men have always been considered true power and it just felt completely out of place to see a woman calling the shots.
And a thin templar woman like Cassandra carrying a heavy shield, honestly a woman of her physicality is not given for this kind of labour. Blocking a strong bash on her shield would result her arm to dislocated from her shoulder socket.
If Cassandra was a priest or a mage then it would have made sense, but her physique is not the physique of a shield maiden and besides it appears to be highly unlikely that old religeous school will put a woman in charge of a fighting squad.
These were my first impressions of the game.
But I love Bioware, I loved Baldur's Gate and some of their other productions, thats why i will still play this game. I am sure this game has much to offer in the way of game play. I am pretty sure game play would be awesome.