The fact that she also happens to be a woman is inconsequential. Tess, Joel’s original partner in The Last of Us, is shown to be a stern negotiator and more than capable ally throughout the game’s first few chapters before her heroic (and far too soon) demise. Their ability to handle themselves well in the grim worlds of the The Last of Us franchise just happens to be one aspect to their overall character. Yes, they can throw a punch and fire a gun just as well as male protagonist Joel can, but they are still most certainly female, and (pleasantly) not in an overtly-sexualized way.
Even with this tougher edge, however, they do not lose their femininity. Within both The Last of Us and The Last of Us Part 2, the female characters are depicted as strong and capable individuals, while also being fighters and survivors.