Just as a data point, I'm noticing that I prefer to play leaders who have a characteristic that I identify with insofar as it feels underrepresented, as long as it doesn't require a play style that I don't enjoy. Growing up as something of a gamer, there were virtually no female game characters back in the '80s, so now I automatically gravitate toward female leaders. However, it doesn't matter too much to me what ethnicity they are, but I'm also white and haven't dealt with ethnic nonrepresentation. So far in Civ VII I've played games as Harriet Tubman (like her, but I don't care much for espionage activity, so it wasn't a great fit), Hatshepsut, and currently Catherine the Great.
For Civ VI and IV, I had the same habit, but I was also happy to play male leaders of interesting cultures/countries that I was intrigued to see had been included, like Canada, Australia, the Cree, and the Maori. I'll also play the U.S. in any version, Italy and France because of personal ethnic background. If I find a leader appeals to me politically, that also might make me apt to play as that person. I tend to dislike playing as militaristic leaders or leaders whose strengths are in spying, though I made many attempts with Catherine de Medici nonetheless, as well as Boudica in Civ IV. In Civ VI, for my play style, Nzinga Mbande was an amazingly good fit, and I wish she'd come along sooner.