Ugh Catalyst. I really enjoyed the first one but they messed up in Catalyst: I don't want to sit in front of a loading screen each time I mess up a run. Great game otherwise but those screens made me drop it prematurely.

Portal is an often overlooked masterpiece with female protagonist -- and antagonist, even.

Tomb Raider, of course. Satisfactory has a female protagonist though there's even less characterisation than in Portal.

I've heard great things about both Celeste and Alien Isolation in their own way, though didn't play them.

Then there's a gazillion of games which are neutral, either by giving you a choice (say, Cyberpunk and a gazillion other RPGs) or you can project whatever gender you want into the PC (say, Factorio).