The character of Zelda is a plot device. In most games in the series, the player is saving her. If Nintendo developed a game starring Zelda, it would actually have to care about plot. I'm surprised Nintendo didn't introduce a female Link sooner. Without any direct romantic implications between Link and Zelda, it doesn't matter if Link is male or female. Nintendo got close to going that road with Marin and Midna, but it never commit because reasons. Additionally, Marin turned into a bird and Midna supposedly severed the Twilght Realm from Hyrule forever so it isn't even like it matters.