I can see where you're coming from but I disagree on many things here. Sony is among the least risk-friendly companies, they hardly take any risks in general. All their blockbusters follow the same formula and innovate little to nothing. So TLOU2 has a female protagonist, cool but that's not very risky when female leads have been around for 30 years now. That said, yes, there are more male lead characters by far, nobody denies that, but still having a female lead is nothing innovative anymore and deserves no special recognition.
Sony, Microsoft, EA, Activision, Ubisoft, Take 2, basically all big western developers/publishers hate taking risks and rather churn out one predictable formulaic game after another. Granted that exceptions exist everytime but they are just that. Exceptions. Very rare ones even. I'd argue Capcom took a much greater risk with the perspective change in Resident Evil VII than anything Sony did in the past two decades. Don't even get me started on Nintendo.
And to some extent there is a valid reason behind this because it makes the management behind the curtains predictable. If publishers know that certain types of games usually achieve certain amounts of sales then they can easily extrapolate how much money and resources they need and therefore assume predictable business outcomes and therefore are able to maintain stable jobs and work environments for their employees. On a company level you would want to maintain job security for your workforce, wouldn't you? So basically, many blockbuster games that customers buy in masses are one major reason why this industry keeps being healthy. If you want to be creative you have every means to be so but you shouldn't expect high sales. Creative and/or innovative games are more like prestige projects.
Now I don't see why you put so much weight on game awards because they are a terrible metric. Other users have already said how useless they are so I won't repeat.
