I don't think I currently have any female characters... I guess I tend to stick to males because it's more "acceptable" for males to be emotionally distant and on account of my autism I'm more that a little emotionally distant/stunted myself. I think that I may also enjoy portraying males as it allows me to engage in vicariously behavior that normally would be very difficult for me to express, for example your stereotypical male is confidant, strong and typically exhibits more "heroic" behaviors all of which are attributes far outside of my nature.
When it comes to gender and/or sexuality I myself am a physically female, gender fluid, asexual, panromantic. I guess that could also explain why I tend to play males, I mean since I do live most of my actual life as female but tend to lean towards a slightly more masculine gender identity most of the time it would make sense that I play male characters as a method of expressing that part of who I am.
My characters gender identity and/or sexuality tends to be affected by my own shifts though I generally keep their sexuality pretty ambiguous since even though it makes sense for them to have one I don't really and it's hard for me to write one.
I guess that's that then. Maybe I ought to develop some ladies, could be fun.