I think it might be the sci-fi element, which I would consider to have more of a western association.
I don't think it's the sci-fi element. JRPGs have been steadily drifting towards Sci-Fi over the years (Final Fantasy, Star Ocean, etc.), and they have been doing fine. And although Order of Ecclesia has a female lead, considering she has her entire personality obliterated in the opening moments of that game and becomes a barely-sentient doll under the control of a man (yeah, suffice it to say I have
issues with how that game treated Shanoa)...well, that wasn't the best example. FF XIII had a strong-ish female lead (sort of), and it did ok.
Honestly, I think it's more a combination of factors: Japan's always been male-dominated, it's more complicated than many of Nintendo's other franchises, they like very traditional-style games, etc. Plus, the very fact that the series has been so popular in the West may be a mental block to such a nationalistic society (in their anime, the United States is almost always depicted as dim; foolish; and arrogant. I could see the general culture perceiving anything we like
more than them to be a bad influence). The fact that the Metroid series has been a 1st person experience (and that Other M has a 1st person mode) that the Japanese typically don't like for 4 games now (the 3 Primes and Hunters) probably didn't help things, either.