Many of the differences between males and females in humans are due to gender roles, not sexual dimorphism. This has been breaking down in many cultures over the last century, and there are many women who are more physically impressive than most men could ever dream of being.
The main pitfall lies in assuming that both sexes have the same bell curve, so that you can compare statistics just by looking at the best (and most visible) members of a group. This doesn't work, because males, only having one X chromosome, have a shallowing bell curve, making the analysis very complicated. There's little point in representing this in a fantasy game, because it's merely a quirk of genetics.
I should also point out that he main reason men go to war and women don't isn't capability, it's expendability. Women tend to have fewer 'hunter' adaptations, such male facial structure and the ability to easily gain muscle mass. The verdict of the past few million years of evolution is that the females of our species are too valuable to go beast-hunting and raiding under uncertain conditions. If they weren't, they'd be better at it by now. If they couldn't, they'd be worse at it by now.
Women tend to have many adaptations that are actually pretty important to staying alive and in control in dangerous situations of extended length and high complexity, ones that men tend to lack due to a focus on raw mass and singlemindedness. It's a matter of style, it's physically impossible for one gender to be 'better' than another in such an advanced species, it would be too inefficient to not have both maximized--human brainpower costs a lot of energy, it's a shame to waste it on the arbitrary assignment of a submissive role, and the universe figured this out on its own before the dawn of history, even if not all people understand it yet.
I think the current gender neutrality of the game is great, and any changes to it should be modest and reserved. It's very, very easy to go wrong with it. A simple system that ensured that there were more men deviating from the norm (for good or for ill) than women would be interesting and model reality just fine for any humanoid race, but there'd be little point except to ensure that female leaders and criminals would be something special. I'm not even sure that'd be a good thing.