a few reason, some owhich might surprise you.
There are no boy orc, they are asexual reproducing through spores.
As for marines it is stated in their fluff that the reason they are all male is due to the creation process using the naturally heightened hormone levels, particularly testosterone. A marine can only be created by using a human male that is in puberty.
As for IG there IS 1 model (been out of production for ages though) but yeah more girls would make sense, i mean they have penal legions, i really dont think they would care about sex when they are literally been used to bury the enemy under corpses or plug holes in battle lines through sheer attrition
Dark elves have heaps of females, most the spearmen / swordsmen kits are at least 25% female
Demons again are asexual , though slaanesh ones tend to be hemaphrididic, for the greater audience I guess. The also have valkiya (technically not in the demons list, but a demon princess) who is a khorne follower.
Before anybody says, yes GW is overly sexist but this is due to their target audience being majority males and hence male models hystorically will sell better than females, as they are considered eaier to relate to (at least in the marketing world).
Just my 2 cents
