Who is "them" ?!
Her mother, the royal guard/mentor (name escapes me) and harvey were the only ones to tell her not to do things.
The higher ups / politicians told harvey not to do x & y and he also disobeyed them.
And her not constantly being in the lead is a pathetic attempt to try and paint it as misogynistic.
Instead think about WHY harvey told her not to do x & y !!
Yes he saw the amazons fight on the beach, yes he saw how she kicked 3+-4 guys asses in the alley, but that doesn't mean a sane person would let her go trough the no man's land (army + machine gun nest is a big step up from brawling in a alley) as he still didn't see how powerful she was up to that point.
Heck even her mother didn't know how powerful she is, but anyway she did lead during the no man's land + town scenes.
He didn't want her to go to the gala, why ? Because they infiltrated behind enemy lines ! Because of her naivety and child like behavior in a unfamiliar world and place ! His goal was to find information for the toxin, her mind was set on finding and killing Ares and doing it in the middle of the gala if she had to, jeopardizing everything.
Yes he told her not to go after the general who she believed was Ares, for the same reason as above and up to that point why should he had believed her ? He went for what he knew was certain, if they allowed the bombs to be dropped there would had been a lot of casualties.
And about your comment down below, he didn't die thinking she was wrong. He saw Ares and her fight .... in fact (without going too much in detail) what he told her before taking off proved that he believed her.
Bottom line being, he's a spy and she's a warrior (later revealed to be much more), both with different goals and both with vastly different approaches.
What more did you want out of that superhero movie ?!
That she'd let herself gain a few pounds, be ungroomed, wearing a strap-on and bark orders at men ?
That said most women say it was empowering, i also fail to see how. Because it's been done before ....having women being the hero at the end of the day, in various movie genre from horror, mystery, action, thrillers ect ... is nothing new.
But it was a good female superhero movie that remained somewhat true to the source material.