Here's a thing. Lets say you play an RPG with romance options (Mass Effect/Dragon Age style or whatever). Would you rather choose male character and pick up chicks or choose female to look at that butt. If you would go with female, would you rather romance the lesbian chicks or straight boys?
Personally I always pick male character whenever I can.
In Mass Effect, you had exactly zero incentive to pick the male commander since the voice acting is notoriously bad compared to femShepard.
But to answer your question, I initially picked the asari gal in the first, Kelly in the second, can't remember for the third, but eventually tried all the romances with a save game editor (even Jacob), and reached the conclusion that none of them were worth going through. They all seemed dull to me, barring an exception or two (like Jack, if I remember right).
In general, and for other games, I usually pick female romance interests, but I also play, support and enjoy all kind of different games, with or without LI, male or female ones, as long as the game is GOOD.
Eventually though, what's your point ? What will compartmentalizing people like you seem to do tell you about players like me ? That I'm suddenly gay because I play with a female toon in video games ? Please be serious.
I don't think it's sad for people to enjoy playing games in the way they want, nor should it ever be. What is sad is when we start taking things for universal truths when it's obvious that human nature and tastes are quite a bit more complex.
Play games with male protagonists by all means, just play (and support) the good ones.