I think this is my reason. I like lithe, acrobatic archetypes and will, for instance, usually prefer playing stealthy character classes when given the option. Guy bodies in games are (or at least used to be) blocky rectangles; they look like walking refrigerators. Gals usually have a more dynamic and nimble appearance.

Two more relevant reasons: (1) traditinally, non-customizable main characters are predominately male, so when given a choice I'll choose the less common option to mix it up and (2) I am a guy in real life and am bored enough of it that I feel incentivized to play the other side in game world.