A Female Magician Is Called a Magician
And there aren’t that many of them, but there are some of them. Guesstimated reasons why in this Atlantic piece:
The way to “make it” as a magician involves being on the road a lot of time which some people choose not to do or are encouraged not to do, because of the kind of reproductive organs they have.
Also another reason is that young boys are encouraged to do magic while young girls are not, generally.
Here’s an anecdote about a magician in working in Vegas in the ’80s: “When I started out, I used to travel by myself–and if I was in Vegas, I’d go down to the bar to get a chili or something after my gig and the security guards would come over and check to see that I wasn’t a prostitute. So I started wearing pigtails and Keds downstairs to get my food!”