I'm sceptical that there are more female leads in fantasy, but actually I have no real idea either way. I've read a lot of fantasy and from memory it seems either evenly split, or there's been more of an ensemble cast.
It doesn't matter at all to me whether the lead is male or female, as long as they are good, multi-dimensional characters. One thing I do think is true is that different genders experience certain circumstances differently, so as writers, we can take advantage of that to portray the story in whatever way we think is best.
There is an opinion that many writers don't write complex female leads because it requires portraying women warts and all, and there's a tendency in our society to treat the representations of one woman as somehow representative of our perception of all women. I try my best to ignore this kind of nonsense and instead focus on honest storytelling. And I look forward to fleshing out my female lead, who will make as many bad choices as good ones.