That's probably because women in movies only come in a handful of varieties:

• Helpless Damsel - Sometimes will eventually overcome adversity but often just doesn't
• Kung-Fu Killer - Beatrice from Kill Bill
• Superbitch - Usually a turncoat or just a pissy-for-no reason friendly - See: Every Michelle Rodriguez role
• Gross Comedian - Melissa McCarthy
• Ice Queen - Slightly different from Superbitch in that she's not mean to everyone, she just has no personality and is always dead-serious about everything.
• The Drunk - The mom from Arrested Development, Cybil Shepard
• The Military - Usually a role that could be played by a guy or a girl, they just happened to go with female here. Commander Shepard from Mass Effect
• Useful Hot-Nerd - Uhura in the new Star Treks

On the other hand, men have:

• Stoic Rambo - ...Rambo
• Wise-ass Bad-ass - John McClane, Gerard Butler in most action roles, Martin Riggs
• Badass Chef - Steven Segal from Under Siege 1 and 2, LL Cool J from Deep Blue Sea
• Gross Comedian - Bluto from Animal House, Booger from Revenge of Nerds
• Dumb Lovable Teddy Bear - Seth Rogen in most things, old Chris Pratt
• Likeable, Kind-of-a-dick Comedian - Danny McBride in everything, Tony Stark
• The Boyscout - Captain America
• The Bad Guy - Usually hellbent on fucking everyone over because he's a dick. See: Everything
• The Wiener - Usually a nerd who gets to be a hero at some point. DJ Qualls in Road Trip (and more), Donald Glover in The Martian
• The Wise Old Bad-ass - Dustin Hoffman in Kung-Fu Panda
• Too Old for this Shit - Danny Glover in every movie ever
• Fuckin' Robocop - Robocop, Judge Dredd

And the list goes on for days. There are more specific female roles to get into, but the point to take away is that most of the female parts in fantasy are pretty "ehhhh", I don't know many women that feel like a kung-fu badass, or want to be rescued, or want to have resting-bitch-face, or want to be thought of as gross by anyone, etc. There's a lot more positive roles nowadays than there have been, but it's still a little iffy.

Meanwhile, dudes are totally happy to be in just about every category. There's a lot of positives to the choices, while women have dumb shit like Kristen Stewart in Twilight, we have Robocop. Who the fuck wants to be Bella when you can be goddamn Robocop? YOUR MOVE, CREEP.

Anyway, I think this plays into that more than that we all want to be a hulking badass, we just have more cool/fun shit in films to identify with. You think you're a funny dude everyone loves? Seth Rogen and Fat-Pratt got you covered. Think you're sexy-funny? New-Pratt got your back. Just more options, always has been, and most of my list was just in film.