The point is that you rarely see men put in the similar situation, and, perhaps as a result, we as a society give tacet acceptance to the "women are weak and men must be the hero" mentality. Sure, it could have been Mario's dog, but it's not. And, women in most video games on the market in the past and even today are weak, sexual objects to be rescued by the big, awesome male hero.
There are lots of violent young men with guns in video games too.
The whole princess rescue trope goes back thousands of years. I'm not so sure how detrimental or even relevant it is to gender equality in this age.
People being rescued from something - whether it's physical danger, or emotional rescue, or a financial rescue, is what life stories are all about. Sure, most 'physical' rescues are man rescuing woman, but there are many women and men who relate to that. it's romantic. It does makes use of the fact that women are in general not as physically strong as men.
But those stories are just one type among many. There are lots of games/movies/stories of men being weak morally or ethically - giving in to avarice or tempted by lust.... I'd hate to think we have to abandon those types of stories as well so as not to encourage that kind of behavior.
I think we have to give all people the credit of understanding the difference between real and make-believe. If we can't we have no business pretending at all, whether it be in writing or reading a book or playing a game.