This thread still open?
There is explanation I came across, and is pretty simple one.
Everyone is playing like Arno, main character, but when in co-op you see different random faces on other players (who also play as Arno).
So basically, they would need to offer choice of female character as a lead too, and Unity is story about Arno and not "pick your own gender/skin-color/sexual orientation" kind of adventure.