Someone has already said this, but I am one of those players who prefer to play as a character to whom I can relate. Also, when I play these games/VN's, I'd like to experience the story from the MC's perspective, and get to know and develop feelings (whatever those feelings are,) for those who he interacts with. As a heterosexual male, if the MC is a female then it's difficult for me to fully get into the story. I do read books where the protagonists are female, and that feels different to me. These VN's, however, make me feel like I'm living as the MC while I'm playing them.
There was actually a game where there were both male and female protagonists, and the player would play as both characters depending on the scenes. That wasn't too bad, except the female MC's boobs were way too big for me to get into the character, not to mention her personality being somewhat difficult for me to relate to. I generally had no problem playing as the male MC in this game, though.
It seems the way I feel about it stems from my wanting to experience something romantic, and from a heterosexual point of view that is close to my own. That is why I prefer certain types of VN's that have certain types of MC's, over purely sex-driven ones. I might even actually quickly click through the sex scenes if they aren't really my cup of tea, just to get back to the story part. But the romantic scenes, or scenes where there are meaningful conversations taking place, I pay a lot of attention to.
It may be a dumb approach to some people, but hey, we're all here for different reasons I suppose.