I do remember Rockstar even said as GTAV was releasing that "of course" they would consider a GTA game with a female protagonist.
It's just GTAV was all about masculinity (the good and bad) as a theme
GTA V was a satire with 3 of the biggest losers and assholes in gaming. It made sense they were all men.
It's still a shame the majority of GTA audience has no idea those games as satire. (Not to dismiss great discussions on how effective/ineffective that satire is)