You have to keep in mind that French is a much more ‘gendered’ language than English, so we tend to use the feminine version of the word as long as there is one. Using ‘hero’ when the sex of the person is known will definitely be perceived as incorrect, although actually right if the gender is unknown.

But there are some French word who aren’t gendered, called épicène. Some example include :

• un/une photographe (a photographer)
• un/une gendarme (a policeman)
• un/une adulte (an adult)
• un/une partenaire (a partner)

Please note that those words have no feminine alternatives (since they are non-gendered), so I’m not sure that’s what you asked for.

Strange thing, there are words with no feminine counterpart. For example chauffeur (driver) has none. To name a woman driving a vehicle, you would have to use the term conductrice…

Is this true for French as well?

In French, if you know that the person is a woman, you may prefer to use héroine.

If not, why not?

Is is probably a very general rule, but I don’t see any case we prefer the male gender for both.

Catwoman est une héroine fantastique ! is right, Catwoman est un héros fantastique ! is not.

I would recommand to always use the female gender when you know you are talking about a woman. Of course even if you do not you will remain understandable, but this could be perceived as a grammatical error.

In French, a female hero is called an "Héroïne". (not to be confused with the drug which shares this name) Using "Héro" when referring to a woman is incorrect.

"Why not ?" Because "Héro" is like saying "Male hero" and "Héroïne", "Female hero". So of course you do not want to mix them up.

Here is a nice video talking about this word, its pronunciations and agreements.