As a white male, I can literally point to thousands of games, The Legend of Zelda included, where I can see myself as the protagonist without having to do a bunch of mental acrobatics. Instead of simply playing through somebody else's story, I get to lose myself in the game and play through the adventure as if it is my own. It's one of my favorite things about gaming, and is a feeling entirely unique to the format.
And that's a privilege that non-male (and non-white, non-cisgendered, non-heterosexual, non-binary for that matter) people either don't have, or have to look a lot harder for. Nintendo could really have blazed a trail here and allowed a gigantic audience to experience the new Legend of Zelda game in a new way by structuring the story around a female hero.