It's a little mixed up there - are you saying most of the players are female, or most of the player characters are female? Because we really have no proof of the first one, so we can't say that for sure one way or another. And as for the latter one, the devs themselves provided the evidence that the gender distribution overall is practically half-and-half:
http://www.finalfantasyxiv.com/Eorze...N_Census_L.PNG
...
especially very much so in Japan, which makes this very significant and apparent female bias in clothes design even more interesting.