I don't know about statistics, but anecdotal evidence does suggest female gamers who are serious gravitate towards games with female characters. One of my exes really liked Beyond Good & Evil, Bloodrayne, Heavenly Sword and Dead or Alive Xtreme, along side games with customisable characters such as KotOR.Z4N5H1N said:Crying "sexism!" in regards to a form of entertainment that is overwhelmingly consumed by males is a bit silly. I realize in a perfect world you'd have male and female player characters, but the decision to cut the girls for budgetary reasons is completely reasonable, when you take into account the fact that the overwhelming majority of the people who play this game are going to be male.
As an aside, does anyone have a link to any sort of statistics on the gender breakdown of serious gamers? Or gender breakdown of gamers by genre?
My current girlfriend kind of enjoys Bayonetta thanks to her getting butterfly wings on a double jump.
Another one of my friends favourite KoF character is Mai Shiranui (no she doesn't look anything alike), and she considers Terry and Iori cheap.
What you might want to look at rather than breakdown of gender based on serious gamers is look at breakdown of lead character gender among female gamers, and see if there's a predisposition towards female characters. That would show if not having a female lead turns female gamers off of playing a game.