What's the problem?
I don't see a problem with anyone playing any character.
My current characters are
Female Gnome - Monk 8 / Psion 1
Female Human - Druid 7
Working on
Female Sand Elf - Barbarian 4 / Fighter 2 / Frenzied Berserker
For me it has alot to do with the mini's.
I like reaper mini's and they have a ton of great female characters.
In fact I like many of their female sculptures better than the male ones.
So thus I get out a mini and start painting before I start the character.
As it works out this means that I work up more female characters.
Alot of this has to do with my hating shiney tin can soldiers
I just like painting something other than armor, and clothes and such are more common on female mini's (even though some of them show alot of skin also).
My female characters are mean and successfull.
The Gnome monk/psion I mentioned has gone head to toe whit more giants than I would like to remember, and is a self reliant partner in the party.
We play seriously, and we don't find a place in our campaign for anyone who plays a female character in an inappropriate manner.
Scott