Recent example: The Last of Us
Nobody likes escort missions in games. Game developers have thankfully come to finally understand this, so situations like Resident Evil 4 with the president's daughter don't occur very often anymore.
So why why do we still have female sidekicks, like Ellie in The Last of Us? Enslaved and BioShock Infinite are two other good and relatively recent examples of this. The female characters in these games aren't useless, but they are really just there to toss the male hero ammo and provide story fodder.
Here's an idea: how about we start seeing more female protagonists with a male sidekicks in games?