If you like a character or character concept, you just like it and no explanation or worry is necessary. I've been playing tabletop RPGs since 1981 and have played many females, not only as DM/GM (where you basically HAVE to), but also as a player.
Many of my favorite video game protagonists are females, as well. Among my all-time faves? Heather, from Silent Hill 3. I've probably played that game through five times or more.
There's nothing unnatural or weird about it. It's no different than writing a story about a female protagonist or watching a movie with same. Calling it unnatural is the same as calling every male author who ever wrote a female protagonist, and every male director who ever directed a female lead, unnatural. Not to mention any males who enjoyed those books or movies. Which I would bet would make even the anti-females posting to this topic "weirdos" for liking any of the Alien films.
I had a longtime player in my group who fretted about it each time one of us other males played a female. The only thing weird about the situation was his obsession with it. When asked if it was weird then, for the GM to play the female NPCs he interacted with, he had nothing but lame excuses that explained nothing. It was his problem, not ours.