So I can understand why you prefer movies where your gender is portrayed as more powerful and more respected. Everyone wants to see themselves represented and make connections, which is most likely why you prefer movies with male leads.
Now as for the female movies. Yes, lots of them raise up the female gender and empower them. Sometimes while laughing at men in the process. But the problem for women is that, most of the time, the opposite is true. Women have been ridiculed for nearly anything they do in life and movies for years, and movies with female leads are trying to give women a role model to look up to and teach them that they can be strong and they don't always have to apologize like they've been taught.
I will admit that lots of the time the movies go a bit overboard. They try so hard to make the female strong and independent that the movie ends up being stupid and cliched. But young girls do need these female figures to look up to, just as you needed male leads to look up.
Honestly, your preference for male lead movies is probably because a) that's what society has taught you you should like and b) there are more of them and they're not just focused of making the main character powerful, so the plot tends to be better.