Funny... Women have been accounted as core market in Asian countries since like always. There hasn't been exactly a lack of strong female leads. There could be more but I don't feel there's a lack.
Ubisoft did great with Aveline in ACIII: Liberation, Lara Croft just got "reborn", Lightning is a strong character and there's plenty more.
Is Microsoft just opening up to this? Maybe they have a new IP with a female protagonist. Let's hope its not kinect yoga.