Wel, it's a natural outcome of the way boys and girls are socialized. Girls are socialized to identify with everyone, and they're taught that it's acceptable to try on male roles. It's only when they refuse to give up those male roles after trying them that they're punished. Boys are typically not taught with a focus on understanding and identifying with others, and they're punished harshly for trying on female roles.

Also, there's considerable writing about this in the analysis of slasher films. The reason the protagonist is almost always female is so male viewers can separate themselves from the fear and weakness she goes through... and she's always masculinized in the end by getting a knife. Also, consider the rules scream lays down: i.e. she has to be a virgin. What does that tell you?