Do you mean normal RPG or Japanese H-RPG? If the latter, most of these feature a female protag, so there's not much choice there. When there is a male protag porn game, I will play it too, but far too often these games steer in the direction of harem collection, where there's either little depth to female characters - they're just one-trick ponies to fulfil a certain fantasy, or simply nameless numbers of slaves/whores/'girlfriends' you own - or there's too much depth to them and you simply can't escape from starting to care for these girls and having second thoughts about all the debauchery and promiscuity going on.
When it comes to porn in general, female protag stories tend to be hotter, have more scenes and are less emotionally possessive-obsessive. It might sound strange, but it makes perfect sense if you consider what exactly 'pornography' means. Literally, these are writings about whores, not about pimps or pickup artists. And not about loving wives either. As a straight dude, I'd rather enjoy a fantasy of a girl who doesn't say no to no man, than a story of a guy whose dick is so glorious no woman ever said 'no' to him. While you do not have to identify in any way with any character in order to enjoy a story, it is easier to imagine stuff you have no real-life experience in. Otherwise, you may end up comparing your own experience with that of the alpha-male protag and become dissatisfied with yourself. With a female protag, you're the voice in her head and she's all yours to explore all the possibilities (that the game's author actually considered and wrote into the game).
I don't think this applies to non-porn role-playing, at least not with me. While not a great fan of role-play gaming, I would almost always choose a character similar to myself in appearance, skills, personality and problem-solving tactics, just a little better, younger, stronger and smarter version.