Yes, and I know that not all RPG characters are soldiers. But forcing all those women to be thieves and wizards, and priests seems even more sexist to me.
Generally, you are right that most women wouldn't go off and about. But there is a difference in how females in your world are acting/supposed to act and the art in the books. There could be a mother holding up a child to her breast while standing in the front of the depiction of a typical village. There could be a female priest in a temple giving out blessings, or a market stand or shop with women praising their typical adventure world wares. All clad in real clothing, of course.
The issue is more to bring enough people into it women/non-whites can identify with.

(Dungeons & Dragons)
Rulebook featuring "high magic" options, including a host of new spells.