Firstly, it shouldn't be an issue at all. The first batch of examples were based on the example "He held her closely" given in post #1. If it had have been "She held him closely" I would have found examples for that one. Second, it's common for posters to disagree with a quoted example, especially if the that example looks different from the one given. Third, who cares who held who and for what reason. A huggin's a huggin'. Language is culture; Who cares who's doing the holding; being held is a good thing. Lastly, of the number of hits on Google, we can't be sure (unless we take the time to check - which I did) what percentage of all the
hers refers to humans. This one is possible, right?
Ex: He held
her closely. Lassie,
his dog of 10 years, died in his arms that night.
Or, for that matter, what percentage of the
he examples is and is
not about a 'protective nature'. (Ahem, last time I checked, males can be just as protective as females. What's the last action flick you saw.

) About the female side of things. Look up "she held him closely" and you'll find examples like this one.
Ex: When she was finally satiated, when the hormonal rush had subsided,
she held him closely, and whispered new commands in his ear.
...
All the best.