This statement is simply silly. From the middle ages onward we actually have various female rulers who particularly in absence of the husband or as regents of their sons did rule over territory and did command armies, including being present on the battlefield. None of them were Joan D'Arcs but were actually doing what contemporary society simply expected of nobility. They did not fight, certainly had commanders and supreme command whether they exercised it or not. In truth not so different from a lot of kings and noblemen because not all of them were actual warriors even if they liked to portray themselves as such. For every Lionheart you had several people smart enough not to get themselves into crossbow range during a siege.
Other than that I don't quite see the point in a strategy game. On the other hand, I do not see much harm either. So you have an off chance of some female general. So what? Most of the time I have no clue who my generals are anyway.