Very interesting. My lad and I were in an Entertainer toy shop over the weekend, and were hunting for posters of the Thunderbirds in order to enter a competition. I was casting around for Kayo, who was supposed to be there, and he said to me "Daddy, let's look in the girls area". And he was right, there near all the pink stuff was Kayo's poster. So despite being arguably the most kick-ass member of the team, it's a "boys want to play with action figures that are boys" assumption that's perhaps prevailing here? One token Transformers female (although maybe another in the current cartoon or the one before that, thinking about it?)
It's a complicated area, on the one hand my wife doesn't want to watch "boy" things with our little one because they don't interest her, but by the same token expects the small one to do domestic stuff because the sexism thing is so last century! Spot the contradiction! The thing is, boys and girls are typically going to have differing tastes. Otherwise life would be deeply boring. Lego, for example, realised that while girls would play with Lego, they weren't as into the construction aspect as boys. So you get Lego Friends, with some construction, but not loads and loads, and obviously lots of pink. Hm. But then major character in the Lego Movie is an all action female.
A lot of it comes down to how you're "indoctrinated" growing up. Every household is different. The toy makers, being capitalists, have to aim for the common denominator with the biggest profit margin. So if they figure more boys will buy boy Thunderbirds than girls will buy the girl Thunderbird, bingo, that's the priority. But it would be good to see them try it, just to see what the response would be from "modern" girls.
BTW, remarkably Tracy Island appears to be on its way. I'll let you know if it has a Thunderbird S launch slot!