In another world in the Amala Universe? It seems like every route in every Shin Megami Tensei game can be considered canon when you take the Amala Universe in consideration. It's like in one world this happened, and in another this did.
Or maybe in another universe in the Megami Tensei Multiverse... o_O
In an alternate universe yes. But in the main games the male protgaonist is the canon one. He's the one in the manga, he's an alternate costume for Yu in P4 arena, and he's the main character of the movie. Sucks FEMC doesen't get noticed nearly as much, but oh well.
Fortunately, with the release of P4G, we can say with better definiteness what the developer's intention toward the P3 protagonists is.
1. Here is a screenshot of the English version of the post-battle dialog with Margaret in P4: http://i231.photobucket.com/albums/ee177/rdestiny/persona3/margpost_02ee.jpg
Note that she refers to the P3 protagonist as "young man, which I have circled in red in this picture.
2. Here is a screenshot of the Japanese version of the post-battle dialog with Margaret in P4: http://i231.photobucket.com/albums/ee177/rdestiny/persona3/margpost_02je.jpg
Note that the corresponding word is "shounen," which is Japanese for young man or boy. This word is specifically male.
3. Here is a screenshot of the Japanese version of the post-battle dialog with Margaret in P4G: http://i231.photobucket.com/albums/ee177/rdestiny/persona3/margpost_02jge.jpg
Note that the keyword here has been changed to "kyakujin," which is Japanese for guest. This word is gender neutral.
As Atlus has seen fit to update P4G's dialog to use gender neutral references to the P3 protagonist, we can confidently say that the lack of reference to a female protagonist in the segments preceding P3P's release--the Answer and P4--is simply because Atlus has not gotten to update them.
"The Bible tends to be printed on special thin paper to allow it to be read without divine intervention."