To the concept that males are the generally the protagonists-
I would argue that this is the sense that one will get when they identify with a particular gender. If males feel like the protagonists, that is most likely because a person identifies as male internally; therefore, they see the world through a male view. To me, I feel the other way around. Take a second to feel fortunate that this is the case because the world would be pretty mundane if everybody was the same and saw the world through the same looking glass. If that was the case, there would be no need for this interesting conversation.
To the assertion that it feels more correct for God to be a male than a female-
Depending upon your system of beliefs that you've created or adopted, many females and even males identify with a female Goddess. Inversely, many females identify with a male God. Sometimes this depends upon the system of beliefs that was adopted or even thought up. Additionally, this could also depend on if your beliefs are monotheistic or polytheistic. In my case, I consider myself polytheistic; therefore, there are both male Gods and female Goddesses. I do not in any way impose or suggest that anyone adopt my system of beliefs. In the more popular monotheistic religions, the supreme being is mostly characterized as Male. This could be a result of the fact that males are physically dominant to females. That being said, other types of animals do not share this trait. While males are typically stronger, other species have not evolved the same way such that the social order is Matriarchal.
Because of the physical domination, a lot of sexism exists that tends to perceive males as being superior. The fact is that both sexes are different and have different strengths and weaknesses without which the human race would not survive. Yes many believe men are better, and many believe women are better; however, I would argue that this way of thinking only shows how limited we are in our own thinking. The fact is that, as humans, we are social beings that require each other in order to succeed. Yes, as individuals, we may value our own strengths above the strengths of others, and sometimes I think this is what it means to strongly identify as one gender vs. another. But to completely think that the battle of sexes is won, the victory goes to <insert your preferred gender>, then I say you've missed something. The truth is that it is ongoing. We now live in an age where superior strength does not necessarily equate to superiority.
Why would anybody want to be female?-
Given the idea that males are superior, the question seems to answer itself. If it is better, why would anybody pick what is considered "worse". The fact is that not everybody sees things the same way. To me, being female feels better. To me, being female also feels like a better fit for me. I feel as though it is a place where I belong. You have to try to look at other points of view.