^That's true, although I'd hardly count Lara Croft as a superhero.
Part of the problem is that there are so few female-led superhero movies that there simply isn't a large enough sample size to base any statistically meaningful analyses on. So the real question that needs to be asked isn't "What's wrong with female-led superhero movies?" but "Why are there still so few of them?" I mean, we've had strong female action heroes for decades now, from Ripley and Sarah Connor to Evelyn Salt and the leads of the Underworld and Resident Evil franchises. So obviously action movies with female leads can succeed. Which makes the lack of such movies in the superhero subgenre in particular something of an anomaly.
I think what those movies show is that people will see films with female leads if there's solid material behind them. The original Wonder Woman series, Xena, Bionic Woman series mentioned also seem to support this.
We can argue the whys but the female superhero films have been rather subpar for whatever reason. The films so far just haven't really deserved a bigger audience.