I've played my fair share of female characters. Basically, and maybe this makes me sexist, but I feel like it's easier to role-play a "badass" as a female character than as a male, because many/most people have different expectations about how a female character "should" act. So if you're a female character that's a cold, ruthless killer, it's somehow more "extreme" than a male character who acts in exactly the same way.

Plus I like killing people who underestimate me. Female characters tend to be underestimated more often than males (either because people suspect female characters are actually played by a females and assume female players are substandard, or because they think female characters are only played by people for whom RP is the focus rather than PK).