And it matters - why?
Because it gets pretty tiring seeing games that don't seem to know half their potential players exist, or think they aren't worth including in games.
...I've never whined when I get dealt a non-male character. Neither has anyone in my group.
Since the vast majority of male players getting dealt a male character have not spent decades being told they aren't allowed to play games like that, of usually not having a male character to play, of being penalized for being male, and of being told "you can play, as long as you pretend to be a girl", no, there's no particular reason men SHOULD complain about getting a non-male character.
EDIT: As a side note, while I know someone who really prefer to play a female character, I also know a lot (possibly more) who don't care all that much about whether or not they have a female character in a board game as long as an equal option is there to have a female character if they wanted to.