Just to put things in a little perspective, The Dark Knight -- as I've expect you've heard -- grossed $158.3 million in it's opening weekend. That's roughly four times the opening weekends of either Batman Begins (2005) or Batman (1989). By comparison, Catwoman (2004) grossed $40.2 million... during it's entire U.S. theatrical run.
The reason for that is simple: Catwoman sucked. The acting was largely wooden, the plot was barely coherent, the cinematography was mediocre at best... by just about anyone's account, it looks like a film exclusively made as an excuse to get Halle Berry in tight leather. Qualitatively, I don't think anyone would really question that any of the aforementioned Batman movies is superior. But, if you look at it from a strictly superficial levels -- as movie executives are wont to do -- the only significant different quantitatively is the protagonist's gender.
I'm not saying I agree with it (which I don't) or that it's even justifiable (which it isn't) but that's why we don't see more female leads in adventurous/action roles. Not just in movies, but in comics, TV... whatever. On the occasions that women are written into leads, they're often written badly (ignorant men trying to write how they think women should act based on vastly outdated or overly broad stereotypes) and so we wind up with a slew of action heroes, but only an occasional heroine.