in my humble opinion, choosing a female character as male is perfectly fine. I myself prefer to play a male character, but i can see the appeal of playing a female character, and also have multiple friends who like to play female characters even though they are male themselves.(and they are also generally seen as "normal dudes" in case anyone finds this important)
In the end Imho it all comes down to personal preference, and if you like to play some game as a female, why not?! It doesn't immediately mean you want to be female irl aswell.