When Breath of the Wild was still only being teased, and people thought Link was a girl, or Nintendo would add a "play as a female lady with girl parts" option, I saw some people online angrily state that they won't ever play it, some even saying they'll never buy any Zelda game ever again, if that was the case. Which was ludicrous, childish, and just plain stupid. However, this means there is a wrinkle of truth to the "Women don't sell" bullshit. Female-led video games may have slightly worse sales on average(partly due to less "you play as a woman and you don't have any other choice" games being made), but that's mostly because some crybabies don't want to play as a female character because honestly, I don't know why. I guess they just think the game isn't for them? Maybe they just want to stare at a muscular man's buttocks? Or maybe some of them (perhaps subconsciously) view women as weaker/less capable/more emotional, and thus they steer away from it? Ultimately, I think it boils down to the "gamer community" at large. A sizable chunk are still pro-gamergate, and use insults like "libtard", "cuck", etc, and treat feminism(among other things) like it's some sort of violent invasion.
Personally, I only ever choose to play as a female character when I have the option. Though, if I don't have the option, I'm not opposed to playing a male character. Would rather opt for a lady, but them's the brakes. I accept it. If it's a game I really want to play, it doesn't really matter. Unfortunately, some who are REALLY into playing as a male character, just seem to recoil at the very notion of moving the analog stick and seeing a person with breasts run in circles on the screen, instead of just accepting it and giving the game a chance. So, to anyone who is thinking about replying to this lengthy comment with something along the lines of "I won't ever play a woman game >:(", I'm gonna stop you right there with a simple plea. I beg of you, give female-led games a chance. If you truly care about the gameplay, story, etc, the gender of the character you move around in the game shouldn't matter at the end of the day. It's totally fine to have a preference, but don't limit your options based on the lead character's biological sex/gender identity/sexual orientation/race, etc. You're missing out on some fantastic experiences, and for what reason? I can't think of any. If a game strikes your fancy and the lead is a lady, give it a chance! :)