When you hear the word "doll," the first thing that comes to mind is "Barbie". The major difference between dolls and action figures is that the former is directed towards girls, while the latter is oriented towards boys. Dolls typically include matching outfits while action figures generally include clothing and accessories that you might not see every day.
Look at Barbie. Since her inception in 1959, Barbie has been the quintessential girls' toy, what with her interchangeable clothes, pink cars, and Malibu Beach House variations. Although the collection later included Ken, of course, Ken was by no means an action figure. His clothes, like those of Barbie, were typical day-to-day outfits, albeit ones that was masculine.
By comparison, your typical "action figure" is muscular, especially to an exaggerated degree, and may include weapons as accessories. Two classic examples that come to mind are Thundercats and GI Joe. Thundercats characters, while somehow human-looking, were normally yellow or gray-tinted, with overdeveloped muscles; Their outfits consist of tank tops or tights. Most Thundercats figures, whether male or female, included a weapon; Lion-O, for example, was packaged with The Sword of Omens, a longsword with a fiery-red handle.
GI Joes, while not as muscular as the Thundercats, still looked physically fit and generally included accessories such as machine guns, knives, and grenades. Can you really argue that these were not designed for boys? That is not to say that girls never played with them, but that's not what the marketing companies had in mind.
Other popular dolls include American Girl and Ashton-Drake, both of which are also oriented towards young girls. On occasion, some adults may collect dolls of this type, because of their real appearance and value, if kept in good condition.
Another classic action figure collection that may come to mind is the Teenage Mutant Ninja Turtles, which very name suggests action, and perhaps violence. Like GI Joe and Thundercats, the Turtles, armor, and play sets with vehicles such as tanks and artillery-studded cars. Again, while some girls may have found the Ninja Turtles appealing, they were primarily popular with boys. The villains, too, were spotted and mutated, such as Shredder and his henchmen, Bebop and Rocksteady. Perhaps these figures were meant to appeal to the same boys that liked aggressive competitive sports and war games.
Today's action figures vary somewhat, but again, their appearance as a whole is about the same. Sometimes, even as times change, people's mindsets tend to stay the same. The toys produced for boys and girls, for the most part, reflect this.