When I play RPGs, I don't make myself. I don't see the character as an extension of myself. I'd much rather watch a woman do cool stuff than some dude. So I usually make women characters. Maybe some part of my brain sees some cool dude doing cool stuff and goes "great. Now I'm competing with him" and is stressed.

One of my friends would always try to make himself in games. Skinny white guy with short hair and minimal facial hair. He saw himself in the game and liked it. I don't really want to see myself get blown up or stabbed or eaten by a demon, but to each their own

In multiplayer games where other people might see it as an extension of real me, I more often play male characters. In tabletop, I've never played a woman PC. None of the reasons I do so in a video game really apply. (I've played plenty of woman NPCs, but that's different)