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It's probably true that a lot of games are targeted at men. Presumably because more men are into buying them than women. So what? There are enough games with female protagonists.
I am a man and a lot of "hardcore games" don't appeal to me (the ones that advertise on the box with "choose from 300 different weapons"). I scratch my brow and wonder about the people who enjoy that kind of thing, and move on. Luckily there are many, many good games, too.
Most games I picked for myself also have female main characters. For example I played a lot of Left 4 Dead, Tomb Raider, and many RPGs which almost always have a "customize your character" option which usually means you can play a female.
I hesitate to mention it, because I don't want to consign women to certain genres, but I don't complain about games that are about horses or whatever, either.
There are also big budget games targeted for women, like "The Sims".
Do you think a lot of women would like to play hardcore shooters? I don't know, but frankly, I am doubtful. I am not saying they shouldn't, just that perhaps companies have tried to estimate the size of the market before gendering the main hero.
Do you happen to know if the games with female heroes sold a significant amount of copies to women? I don't, but would like to know.
Edit 2: I think in most games where you can play a woman you have to do the same things as the male characters, so what do you mean by "the roles they offer for us to play"?