Wild Guns, maybe?
Ok, at the risk of sounding like an asshole... what does it matter if the game has playable women? It never occured to me to seek out or disregard a game because of the protagonists gender.
Yeah, but it's also possible that they're not looking for themselves. Maybe they have a western-obsessed niece or something they're trying to find a game for, and they think it'd be cool if she could identify with the playable character. Or maybe it's just a "I wonder if ____ exists"
bit of curiosity. Shrug. I also think it's kind of pointless when people obsess over character gender like it matters, but you might have jumped the gun a bit with the outrage.