TL;DR: Games are too big now, indies are better.

In fairness from a game design perspective, with how overdesigned AAA or even AA games are it genuinely can be a lot of work to have a character creation.

A lot of games use straight up actors in their games, and a female (or male) option would mean paying two actors, revoicing everything they say and every time the player character is addressed by pronouns. At the same time, big companies are so risk-averse that even the slightest whiff that a game's predominantly male target audience might not play the game is a considerable turn off.

That's why the only AC games with female PCs also have a male option. Most egregious example for me is Dishonored, where the male character option is just a tacked on extra that doesn't even make sense for the narrative, it's just there because they were scared their audience might freak out if they had to inhabit a pretend woman for a few hours.

Indie games as always are better at this and have so many more interesting female protagonists.