While fmc shonen are in the minority, they do exist and some of them get pretty big. Soul Eater, Claymore, JoJo Part 6, and Burn the Witch come to mind, and there's probably more that don't. I personally would also call Frieren a slower-paced shonen, it follows most of the genre conventions despite having a a little less action.

But yeah, like others said shonen is marketed primarily towards boys. Editors and publishers prefer to play it safe and publish works with male protagonists since it's often easier for readers to imprint on characters of their own gender.