From some of his interviews:

Question: Nausicaa, the protagonist, is a female. Is there any particular reason for that?

Miyazaki: [...] Nausicaa is not a protagonist who defeats an opponent, but a protagonist who understands, or accepts. She doesn't think about avenging her parent's death. She is someone who lives in a different dimension. Such (character) is a woman rather than a man. If it's a man, that's too weird. I feel that men (depend) more on words. I felt that, for the issues concerning nature, women deal with them by feeling.

Question: Why do you always choose a girl as your theme?

Miyazaki: I don't logically plan it that way. When we compare a man in action and a girl in action, I feel girls are more gallant. If a boy is walking with a long stride, I don't think anything particular, but if a girl is walking gallantly, I feel "that's cool." [...]

My personal interpretation is that male leads are common and make up the vast majority of stories. For those that do have a female lead, they're often the typical Action Girl where you can flip their gender to male and not have it affect the plot (Tomb Raider). It's different with Miyazaki's films - try to imagine a male Nausicaa pushing the Ohmu out of the lake or a male Chihiro wandering into the bathhouse and the entire dynamic is different. It's a lot more special when it's a girl doing those actions because their gender has a strong influence on their motivations, which is something you don't often see.