Hit titles are inevitably followed by a raft of clones and near-clones, sequels and derivatives. The blockbuster hits of the past few years have been 3D action games, spurred by the success of Doom, and strategy games like Civilization, focusing on war and conquest. Perhaps, the game industry simply does not know what sorts of games appeal to women. Girls supposedly prefer cooperative activities, so they are natural team players. If you look at the large number of fantasy novels written by female authors, you could infer that fantasy worlds appeal to women.
Women are, in general, known to be more empathic than men.
There are some excellent games designed by women. Both Jensen and Williams have concentrated on designing adventure games in fantasy, horror or historical settings. In most of the games, success in romance plays a part. Moreover, it features not one but two female protagonists, which clearly helps females identify with the game. Kings Quest VII is set in a magical fantasy world that may appeal to women.