I think there's that assumption in part because it depends on where you draw the line between urban fantasy and paranormal fantasy, and that line has shifted a lot over the past decade....even within individual series. For instance, it used to be you'd say Laurell K. Hamilton even before Jim Butcher when talking about urban fantasy authors, but I honestly don't think most people consider her later stuff UF anymore. Then you have someone like Kelley Armstrong, whose earlier books were pretty firmly labeled urban fantasy....and even though her content hasn't changed nearly as radically as LKH's, she's more widely regarded as a paranormal romance author now.
So a lot of the big name female led series have fluctuated over the years in terms of how they're viewed and where they're shelved, with the big difference being the same isn't true of the bigger name male led series. I mean, I'm honestly not even sure. Is Patricia Briggs considered more UF or PNR? How about Charlaine Harris or Kim Harrison?
All that said, I'd actually say the number top sellers are fairly 50/50 in terms of male heroes vs female heroes (Though of course Jim Butcher easily outsells the second, third and fourth top sellers combined, etc). Jim Butcher, Kevin Hearne, Richard Kadrey and Simon Green are the male-hero top sellers, at least in terms of consistency. And I'd throw the Cal Leandros books by Rob Thurman in there too (male hero, female author). Female-hero top sellers include Seanan McGuire's October Daye series and her new Incryptid books, Kat Richardson's Greywalker novels, Carrie Vaughn's Kitty Norville books, and various things by Ilona Andrews, Rachel Caine, etc.
And again, that's if you don't count Charlaine Harris, Patricia Briggs, Harrison, Armstrong, etc as urban fantasy. Personally, I'd say the Sookie Stackhouse novels are UF, though I'd label Armstrong and Harrison as PNR. Honestly not sure about the rest.
(Also, I'm only talking about traditionally published books at the moment, as pretty much all the names I talked about have hit the NYT list, and that's the easiest barometer for 'success' in discussions like this. Myself, I'd rather take the money over the bragging rights any day, and in terms of overall sales and income, our very own SMReine and a few others write female-led UF that probably does better overall than at least a few of the names I mentioned above.)
