People get childish over women and people of color as leads and Star Wars is doing just fine. And a Rockstar game is essentially on that level in terms of reach and influence (GTA V made a billion in three days).
Life Is Strange, The Last of Us, Tomb Raider were huge successes. Horizon looks like it's probably follow suit
Basically Red Dead would be a huge success regardless of who is the protagonist, so having a woman as the protagonist isn't some crazy risk
Star Wars appeals to a wider demographic.
LiS/TLoU/TR and Horizon don't have the budgets R* spends. You can't ignore that. Unless you are behind the funding for these games you have little influence to what those putting in these ludicrous amounts of money pressurize over. All they give a shit about is profit, not diversifying the games industry.
My argument isn't RDR wouldn't be successful with a female lead, it's that it wouldn't be AS successful. I've already said why, young males like it or not get very childish over having to play as females.
No game, and none of the examples you gave me has cost as much and sold as much as GTA5. R* are not going to risk that tradition as long as they keep funding insanely inflated titles. If they were to take on a side project, even open world, on a lower budget then you might see what many are asking for.
This is no flag of support from me, it's an unfortunate but incredibly realistic view as to why these things happen. Unlike other posters I don't just scream about "realism", as that has nothing to do with it. It's all about money, sales and marketing to target demographics. R* being in the top 1% of all of that as
no one else funds games to the budgets they do.