It entirely depends on the skill of the story teller, I admit I love corrupted women so I am very likely to give a female MC game a chance -but for those I follow - its pretty much an even split
Male, to be with females.
The fem protag thing is just weird because in gaming you are controlling the character. Those who say that you can not self insert are just lying when you are the driven force behind every decision, movement and progress in a game.
I prefer MC to be male but female can work sometimes.
If you can play as more of an invisible observer that can control how events play out for a female MC it works just fine for me.
Your point on VNs made me think I actually also prefer VNs with male MC, but only that, more gameplay focused games I prefer female MC, but I also don't self insert or roleplay the MC at all and with female MC you can simply experience more corruption I feel like.