A female share of around 40-48% has held steady in this report since around 2007.
Quantic Foundry's research largely backs that women prefer more casual-genre games like match 3, with a mobile bent that wouldn't show up in Steam data: https://quanticfoundry.com/2017/01/19/female-gamers-by-genre...
But they also show a heavy preference for third-person MMOs that are also less likely to show up in Steam data: https://quanticfoundry.com/2023/01/27/perspective/