Why, in Shakespeare's comedies, do we find that often female characters are protagonists,while in the tragedies male characters are protagonists?

Great question and
answers.

In the tragedies, women were the victims, for the
most part, of the men and their bloody, high stakes games and power
struggles.

In the comedies, Shakespeare could show
intelligent and amazing women.  Viola is playful with Orsino but there is a tinge of
sadness that he detects.  Cesario is indeed wise about women.  She teaches this man who
is in love with love in the beginning of the play and he becomes a man who has fallen in
love with an extraordinary youth (Viola).

Portia is another
extraordinary woman.  She is beautiful, she is intelligent and she is filthy rich.  No
wonder men flock to attempt to find her portrait in one of the caskets devised by her
father.  After "winning" her, Bassanio fails his first test with the ring.  He learns
not to give away something valuable like the ring (a symbol of their love) lightly, even
if begged for by a brilliant young attorney who has just saved his best friend's
life.

Beatrice and Hero teach the men, especially Claudio
and Don Pedro, not to believe everything they see or hear, particularly if it involves
Don John or any of his men.

In the comedies, Shakespeare
gives voice to the positive power of women.  His females in the comedies become
teachers.  They teach the men in their lives about being gentle and human and
compassionate and many other valuable lessons.

Maybe,
Shakespeare, in his tragedies, showed the male as the protagonist because the male world
is more violent so in his balanced world, (the other side of the coin, so to speak), he
portrayed women as the protagonists in his comedies because their world is gentler and
more romantic.