Speaking personally, I play a female character because I enjoy writing fiction and it's always been easier for me to write and Rp as a female than a male, despite being male. The fact that the female main characters in my stories tend to have had rough backstories (the one I'm writing for publication was a slave for the first 15 years of her life) and tend to enter into long-term romantic (but not sexual by the time the story ends) relationships, though, that's all personal taste and ease of writing.