technically any MMO (or other RPG) that lets you build a female character, but I would say FFXIV as there are a lot of interesting female secondary protags.

Hmm, by that standard, Pathfinder: Kingmaker and Pathfinder: Wrath of the Righteous both qualify, though opinions on the NPC companions vary.

Nier: Automata

Immortals: Fenyx Rising

A couple of the Star Ocean games let you choose between a Male or Female protag.