If we take in account only history, in some culture (celts, viking,,...) there were some woman warrior, but even there they were vastly a minority. And thats mainly a) most of past cultures were patriarcal and b)because biologically women are (in average) not as strong as men and thats a huge disvantage in melee fight. The second point is what make me be ok with space marine INFANTRY being only male (while pilots should in general be mostly or, if taken to an extreem only, women).
However, AoS is A fantasy setting, with species that are totally different from human biology. Stormcast are infused with holy power and thunder, human biology has basically no more meaning there. Elfs seem to be phisically equal in both gender, undead are powered by necromancy (most of them do not even have muscles anymore). There are so many species in the real world with larger (and then stronger) female that it sould be strange not to have almost one in a "realistic" fantasy setting, if we want to go the route of fantastic-that-has-roots-on-reality.