Team Fortress 2 is another game where there are no obvious female avatars. But before we call "Valve" completely sexist, they were also the publishers behind Portal / Portal 2, which arguably was mostly composed of a female cast. The main character and the villain are obviously females.
For a reverse example, there is the indie-hit series "Touhou", which is famously composed of a 100% female cast of characters.
I wouldn't call these games "blatantly" sexist however, perhaps because I've played them and enjoy them. I guess its a more complicated than I first assumed.