Yes, Acorna did, but it wasn't entirely her choice.
The first Peter Reidinger used his Talent to help him escape some pretty grievous circumstances, and ended up having some pretty amazing adventures. He's not a heroine, though.
Come to that, neither is Afra, who managed to get an invitation to the Rowan's Tower, to escape from Methody Capella. So it's not an exclusively female thing.