I concur.
I think that sometimes, with these figures being as expensive as they are, major characters such as Superman, Batman, Captain America, Iron Man, etc. will generally win out over characters such as Black Widow, WW, etc. If it came between say getting a Captain America or a Black Widow figure, I think the majority of people would choose the former. The female figures I think are simply an addition to the characters that you feel are the centerpiece to your collection. It doesn't have anything to do with being sexist either, it's just that the aforementioned male characters are generally the more well known characters as far as superheroes.
I have several female characters in my collection, but a lot of them are additions to an otherwise centerpiece in my collection.
You're correct about certain male characters being more well-known (on the movie/TV side), but how much of it is because of the character himself and how much of it is because of the company/medium promoting the character? It's a bit of a feedback loop where male characters get the most exposure/promotion, become more popular, and then warrant more exposure/promotion because of that popularity.
When characters like Batman or Superman have constant exposure (over a long period of time) and solo films/shows, of course they'll feel more iconic and important. Give Black Widow her own movie (treated with the same level of respect/care as the rest of the MCU), and a Black Widow figure will become a centerpiece instead of a complement to something else. In general, it's hard for a supporting character (male or female) that doesn't have much screen time or character development to break out in popularity, even if they are part of the plot. Fans naturally gravitate towards the leads, and as long as female characters are in supporting roles, they'll continue to not be seen as "major characters". [And yes, I understand there's a chicken/egg issue with regards to the demand for a female-led movie, but I think we're at a point where the demand is there as long as the quality is as well]
/End soapbox.
But back on topic- I'm really looking forward to the Wonder Woman figure, though I have a feeling I'll have to swap in a Phicen body to avoid any peeling/cracking.