I think we are all aware of how male dominated video game landscape when it comes to protagonists and I think that it is very troubling how focused the game industry seems to be on only white adult male characters.

There were only a Mirror's Edge 2, Rise of the Tomb Raider and Bayonetta 2 and (and Bayonetta 1 of course) at E3 which featured a female protagonist, and that was it. Also a handful of games like Splatoon and Hyrule Warriors were you could play as a female character.
It is really a really problematic situation for me, as well as for a lot of other people, that we mostly get those uninspired caucasian male characters with no alternative whatsoever.

So, what do you guys think of this? Should it stay as it is or do you think that the game industry should introduce more female characters?

I think that given the findings of the recent studies that show that female gamers outnumber their male counterparts, the persistence of the developers in continuing this trend shows how backward their thinking is, and how clueless they are to how rapidly the market is changing. Gamers are not dominantly males anymore. I think that we need to acknowledge that the decision makers in the industry are just conceited and stubborn old white men who still hold to the archaic beliefs of the past generations, and this is a problematic state. We are really in need for some fresh blood in the industry.

Considering that often in videogames the story is not central to the experience, or even relevant at all in a lot of cases.

If you play Gears of War 3 before you play 1 and 2, you're not fucking missing much, but that won't prevent you from enjoying the game.

If you play Skyward Sword before you play Ocarina of Time, similarly it's not like you're missing important plot elements. Most games can stand on their own merits, even if they're part of a series.

Even in story driven games like Mass Effect or Dead Space, there's a lot to enjoy besides the story. Before Mass Effect 1 came out on PS3, a lot of people only played 2 and 3, but that didn't invalidate their experience.

Then there's the case where new entries are so drastically different from older ones that the comparison becomes meaningless, like Fallout 3 or XCOM Enemy Unknown.

Elder Scrolls is another one people get pissy over, as if playing Daggerfall somehow invalidates other people's enjoyment of Skyrim.

I think most of it is about elitism, especially where remakes and reboots are concerned.