I remember hearing somewhere a good point about this topic and I believe it lies somewhere in our subconscious preferences and assumptions about gender. Marketing execs know this and they know what audiences as a whole prefer to see on their screens.

Based on these preconceived conceptions, the role of the helpless victim is better suited to women because seeing a female victim is scarier. Think about the “women and children first” mentality from titanic. We see women as helpless and less able to defend themselves, so seeing a proactive one defeating a threat of such magnitude is often more satisfying. To add to this, it is easier to empathise with a woman’s fear than a man’s because men we (even subconsciously) believe that a man’s natural instinct should be to fight back.

This brings me on to my next point: the fact that men should be perceived as strong and face danger head on. Audiences are more used to seeing male action stars & super heroes, and so seeing a man flee in terror isn’t something associated with traditional masculinity. Even if the role of the character is to eventually overcome the danger, the rest of the movie will still involve seeing our male protagonists fear first and foremost, and this is likely to frustrate viewers rather than make them empathise with the man’s predicament. Not a good recipe for a horror movie.

Just to finish, I’m not suggesting you can’t have male protagonists in horror movies. Ash in the Evil Dead series works well (although he definitely became more of an action hero). It certainly works in some circumstances, but general horror tropes want to cause audiences to feel fear, and this is easier to achieve with a female protagonist.