Seems risky for a male to post in this thread. But like the first monkey in space, someone's got to take the risk. Hmmm.... Let me preface what I'm about to say with this: Girls rule. Women are funny. Get over it.
Having made my votive offering of praise to the Goddess, I'm now going to approach this from a writing hobbyist's perspective. What makes women characters awesome? Lots of things.
For starters, almost every "Chosen One" is male, and that gets repetitive and boring after a while (like this post). Sure, Keanu Reeves was cool in the Matrix, and who doesn't like Chosen One in Kung Pow! Enter the Fist? But how many times are we going to see this "young man discovers destiny" story? It might as well come out of a "no assembly required" wooden box with an ACME logo on it.
Second, women characters tend to have additional obstacles that male characters do not, which makes them more interesting. Frodo might have taken some flak for being a tiny little hobbit, but no one was doubting his resolve or toughness because he was male. A female character faces that additional doubt.
They're often pigeonholed into narrower roles, forcing them to be more adaptable to break out of them. They must overcome all the things the male "Chosen Ones" must, while also defeating burdens male characters never have to think about. Due to all these cultural blockades, as well as the story usually not handing them as much physical dominance as male "Chosen Ones" (though not always; fantasy has no hard rules), female characters are often forced to win with wit, intelligence, nerve and charisma. Of course, any gender can be forced to wear such shackles, but a story which broadly reflects typical human power structures and biases (necessary for a more immersive world) tends to clasp those shackles a little more tightly on women characters. And that invariably makes the victory sweeter.
Third, a somewhat related thing is that because of these constraints, women protagonists often have to confront power more indirectly, which generates intrigue-heavy storytelling. Intrigue, to me, is the 24 karat gold of plot. With female characters (including antagonists), you have more plausibility leeway to make your character engage in intricate planning and social sabotage. Like Cersei Lannister or Margaery Tyrell in Game of Thrones. That sneaky, clever, patient kind of maneuvering.
That isn't to say male characters don't do that as well, but stories still tend to give them that final battle of brute strength. Women characters, on the other hand, more often have to read dangerous rooms, manipulate perceptions, build and sabotage alliances, and weaponize underestimation. These all provide useful moorings for very interesting storytelling.
So that is why women characters are fun to write and read about. More adversity = better catharsis.
All that said, Mary Sues utterly suck and should be nuked from existence.
Tl;dr: Girls rule. Women are funny. Get over it.
