"The numbers" show that Overwatch is doing fine. Rivals is doing fine too, but it's fallen way off from the sky high numbers that it was before.
Diversity in the roster isn't hurting the game. OW2 has has had their Ls, but also a lot of Ws lately. If the game is good people will play it. Which people are.
A female protagonist option would be interesting, but is there is any reason to think it would happen? If they won't do it for an existing game that had it I don't really see them putting in the expense to do it for a brand new female protagonist in P4.