To everyone who'd want to play as Zelda, please think about the character in question:
Zelda is a ruler, the governer of a state, and a sorceress by extention.
She has far greater responsibilities than going dungeon crawling and traversing the land whilst skirmishing with the local goblins, or whatever those things are.
Her role in the series is about this responsibility, she bears the triforce of Wisdom, she keeps the realm from disintergrating while Link fixes whatever evil has caused it.
Even if Zelda does get captured, that does not make her a weak or bad character, combat is simply not part her skillset.
Magic is though, and damgae control too, even though it is Link that defeats and banishes evil from Hyrule, it's Zelda that gives him a fighting chance in the first place, and a home to go back to.
Link is basicly the incarnation of heroism, the triforce of courage, and already an established character, what would be the point of making him female out of the blue, other than having a female protagonist?
Having a female protagonist instead of a male one is not an improvement, it is a difference, and gender-switching an established character makes it an alienating difference, the same would be true for genderbending samus, which is already explained above.