It's been a few weeks since I saw this video, but I also think Sanderson said that even if your protaganist starts out as reactive in terms of the plot, you can make him proactive regarding other things to make him more sympathetic. For instance, maybe your protag has a girl he likes and approaches her for a date. Or maybe he's a farmer and he's proactive about getting his chores done. I think that his point was that it's easier to like a protag who has at least some proactivity, even in the beggining.
Of course, that's not to say you can't have a coming of age or character transformation story that starts with a character that is completely passive, but then you need to work harder to get the reader to like him for different reasons.
Everything said here applies equally to female characters. I just used "him" for ease.