I don't think that legos are un-feminine; I agree that they don't necessarily conform to the gender binary; I do think that they're currently being marketed with a giant "girls keep out--this means you" sign to make them more appealing to boys. Yeah, some girls will ignore that sign and play with legos, but a lot of girls won't, and if the problem they're trying to solve is the lack of girls playing with logos, I think this is a reasonable solution.

There's a middle ground between toys that come with a specific story--eg Robin Hood legos and toys that come with no story but can be given one, eg marbles in your example (which makes me very happy), and that is toys that don't come with a specific story but with a vague personality outlined, which seems to be the case with the figurines here. I think all parts of that spectrum are valuable, and I think it's cool when there are toys all along it.