I always prefer a properly defined character over an empty character that you are supposed to role play as.
I think we're limiting ourselves here, games regularly focus on just one MC, or more often than not a player character that becomes either: faceless and boring for males to encourage projection of ourselves onto the character, which i personally find lazy and boring or in the case of a female character an (i don't want to be a )slut and continues to bang her way through the cast anyway.
Break the mold a little, try having a couple as the main characters, you don't need to worry about polarising the audience on the male/female split and you get a lot of narrative freedom, multiple events going on in different places and the like, the downside comes when the female character has sex with a male other than the leading man and the audience cries NTR, although if you kept her predominantly lesbian other than with the MC that could work, or even make her hard lesbian and have a more wingman style relationship between the main two.
just don't limit yourself to thinking that their are only two options, having multiple characters that fill different roles gives you flexibility to tell the story you want to tell, or more likely write situations that you find sexy without breaking character.