Yes 
Top man! Why can't everybody tell it like it is, life would be so much easier.

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I think the new Tomb Raider looks particularly harrowing in places and a female lead character adds to that suspenseful atmosphere. Beyond Two Souls I don't know too much about yet, but I got a similar impression to Elizabeth's character in the early walk through video of BioShock 3. Power and timidity within one character can pose far more interesting scenarios and opens up options for decisions to lead gameplay in an alternate direction.
Male leads tend to stir up camaraderie and that "come get some" response, a competitive urge driving you through the gameplay. Perhaps female leads subconsciously evoke a protection mechanism in men, a far lonelier and hence more emotional place to play. Similar to comparing the lonely, frightening atmosphere set by the early Resi games, to the dynamic approach of most modern zombie games.
As for The Last of Us, with the brilliance of the Uncharted series, but the humour removed and the elements above added? Can't wait to be honest.