In a fit of boredom, I tried to look at all the games presented at all the conferences and whether you could choose a female character and if not, why not.
EA Conference:
Titanfall 2: the single player story is about a man and his robot. No doubt inspired by the many "A Boy and His Dog" style narratives that happen over the years. He's a completely new protagonist so he could've been a woman, but he just isn't. Female pilots are selectable in multiplayer, and in my experience with the first game they seem like the majority of online just cuz they look cooler(see also: Splatoon).
Mass Effect: Andromeda: The protagonist they decided to showcase is a woman named Ryder. There is also an option to play as a man, different skin tones, same sex romance, etc as previous Mass Effects have done in the past.
FIFA '17: The Journey: As a video game representing the popular sport of FIFA, all the playable characters seem to be male. That makes sense.
Fe: Stars one of those little creature things so popular in indie games. Im not sure what the gender is, maybe they can be left to player imagination.
Battlefield 1: There is a female protagonist in the campaign mode. However, there are no female characters in the popular multiplayer mode because "the core audience of boys wouldn't find them believable" if former DICE coder Amandine Coget is to be believed. LOL
Bethsada Conference:
Quake: Champions: A class based shooter in the vein of Overwatch, so female characters are expected. In fact, 1 of the four characters shown was a woman with distinctive blue hair and the ability to teleport.
Elder Scrolls Legends: Well there isn't really a protagonist in a card game like this. There are male characters and there are female characters.
Fallout 4 DLC: As tradition, you can choose a man or woman in Fallout.
Skyrim HD: Same thing.
Prey: Debuted with a male protagonist named Morgan Yu. However, like most Bethsada games here, they intentionally gave the protagonist a gender neutral name so you can choose to be a man or a woman.
Dishonored 2: Emily Kaldwin seems to be the one all the marketing is based around, and the one with all the gameplay demonstrations. But you can play as the previous protagonist and her father, Corvo, if you desire.
UbiSoft conference:
Just Dance 2017: As much I can decipher from this utterly bizarre showcase, there are male dancers and there are female dancers.
Ghost Recon: Wildlands: Demonstrated with a male protagonist. However, player customization will allow you to play as a woman if you want.
South Park: The Fractured But Whole Male character protagonists, which makes sense since its an adaptation of a show with male protagonists.
The Division: Underground DLC for the Division, a game with a character creator allowing for male or female characters, although this one was marketed with a man.
Eagle Flight: You play as an Eagle. IDK if their male or female eagles. They had male and female gamers on stage to demostrate with names like Andre and Victoria...IDK lol
Star Trek Bridge Crew: VR game where you get to do all the button pressing shit the crew on the Enterprise do. Not really sure there's a protagonist here...I guess the captain could count, which we saw could be a man or a woman in the trailer so.
For Honor: Demonstrated with a male character. However, I do know there are options for female knights in the game as well, IDK Im not sure about the single player component.
Grow Up: A sequel to Grow Home using the established male character of Bud. I suppose they could have included a female companion in here, but IDK...he's a little red robot thing who makes cartoon noises. The only gender he has is his name.
Trials of the Blood Dragon: Male or female characters for the player to choose.
Watch_Dogs 2: Stars a (black!) male protagonist named Marcus.
Steep: Open world MMO thing a ma jig with male or female characters
Microsoft Conference:
Gears of War 4: JD Fenix is the default player 1 protagonist. Its a fully co-op game however, so you could find yourself exclusively playing the whole game with Kait Diaz, who has own motivation for going on this adventure seeing as her mother and her entire village were captured by the Swarm(the antagonists). This is the inciting incident that sets the plot in motion.
Killer Instinct: A fighting game featuring male and female characters. Showed off the popular General RAAM from Gears of War being added to the cast, who is a man.
Forza Horizon: A driving/racing game. Probably an unnamed guy you'll never see behind the wheel. Not like it matters. The cars are the protagonists, they're gender neutral.
ReCore: Stars a female protagonist named Joule.
Final Fantasy XV: Stars Noctis, and his all-boy crew of friends! We've been over this, the developers wanted a specific story between male bonding, thats just the way it is. Like it, dont like it, but we've known this for years and it wasnt gonna change this year, either.
Minecraft: Had a female speaker playing a female character on stage.
We Happy Few: Stars a male protagonist. Probably could have been a woman, the developers just chose a man.
Gwent: Uh, its a card game. There are male characters on cards and female characters on cards.
Tekken 7: Showcased Heihachi vs Akuma, two male characters. However, since this is primarily a multiplayer fighting game, the entire cast is up for grabs, which include plenty of various women.
Dead Rising 4: Features established protagonist Frank West, who is a man. Could have been a new female character, but bringing back a popular character like Frank makes sense from a marketing sense.
Scalebound: Stars a male protagonist. Could've been a woman, but the developers chose a man.
Sea of Thieves: Demonstrated with a bunch of guys, but I think its one of those character customization things where you can just kinda choose whatever your pirate wants to look like.
Going by the marketing, there were will be female pirates to play as.
State of Decay 2: A co-op ensemble game featuring male and female characters are capable of the same actions. I'm sure default player 1 will be a guy, though.
Halo Wars 2: RTS game where aliens and soldiers battle it out. Im sure most of the space marines are men, but I do know the last game had "Hero Units", and one of them was a female spartan named Alice.
Sony Conference:
God of War: Stars established franchise protagonist Kratos. I supposed they could have changed him a woman, but there was about the same chance of that happening as the next Tomb Raider starring somebody not named Lara Croft.
When Kratos steps out of the shadows and says, "I am hungry", there's a huge amount of excitement because they recognize him and the series he represents.
Days Gone: Stars male protagonist named...man this game was so forgettable I dont know his name. Some biker dude.
The Last Guardian: Stars a boy and his big dog chicken bird thing. Probably inspired by the huge amount of A Boy and his Dog narratives out there. Could have been a woman, but it isn't.
Horizon: Zero Dawn: Stars female protagonist Aloy. Could have been a man, but it isn't.
Detroit: Become Human - The protagonist marketed here is a man, but the game actually has multiple protagonists like Heavy Rain.
One of them is Kara they showed last year.
Resident Evil VII - I dont know about this game. They said in the real game you play as a different character than the demo and the trailer, which is just some generic white dude. Maybe the real game has some actual characters?
Call of Duty: Infinite Warfare - Unlike Black Ops 3 where you can choose a generic male or female character, the developers wanted to focus on a specific story of Captain Nick Reyes. While the story promises to have several key female characters both in peer and mentor roles, Captain Nick Reyes will remain a man.
Skylanders: IDK anything about Skylanders. I assume you can play with female characters, but today they wanted to show off the long lost 90s mascot character Crash Bandicoot, who is a male.
Lego Star Wars: The Force Awakens - I think you take on different characters depending on the stage, but considering this is almost a direct representation of Star Wars: The Force Awakens, the protagonist is safe to assume is Rey, the female scavenger from Jakku.
Death Stranding - Norman Reedus is a man.
Spider-Man - Stars the established super popular character of Spider-Man. Who is a man, in case the name and the character's entire history didn't tip you off.
Nintendo:
Pokemon: Sun and Moon - Players can select either a male or female trainer to play the game with.
Legend of Zelda: Breath of the Wild - Because of the delicate balance of the Triforce or some other inane bullshit, Link can't be a woman. He can be a bunny, a wolf, a chef, a fisherman, a shadow, a cartoon, a wizard, but being a woman would just be weird despite the in-canon reasons for incarnations establish no need for him to be a male every time.
Paper Mario: Sticker Star 2: Stars famed video game icon Mario. Who will probably always be a man.