They were technically, not long before Henry's death he reinstated Mary and Elizabeth in the line of succession after his young son the future Edward VI. There had been only one other serious attempt by a King in English history to have his daughter as heir and that was Henry I, whose only son William drowned in the White Ship disaster. So he decided his only other legitimate child Matilda would be his heir (He had between 20-24 bastards). Henry made sure all the major nobles in England and Normandy swore oaths of loyalty to her.

However when Henry died his nephew Stephen took power in England in a coup, this led to prolonged civil war in both England and Normandy known as "the Anarchy" and only ended after 19 years of fighting when Stephen agreed to recognise Matilda's oldest son Henry as his heir but Stephen would rule for the rest of his life.

This set a bench mark of Kings trying to ensure their daughters would inherit and no other king attempted it and was the cause of Henry's obsession with having a son, to avoid another anarchy.

It's also crucial to consider ideas about sexuality, marriage, and dynasticism in this discussion. Just because a woman COULD inherit the throne didn't mean she SHOULD, or that it would be the ideal situation. Power and descent were passed through the male line, and the idea of a female queen regnant presented a lot of problems. In conventional marriage practices, when a woman married she forfeited any wealth or land to her husband. In the case of a queen regnant, this would mean that a foreign prince would effectively take control of England, either de jure, de facto, or both. This was a massive concern when Mary took the throne, as a lot of people were not only concerned that she chose a Catholic husband, but a Spanish one at that. In the minds of English people at the time, it was entirely possible that England would be completely annexed by Spain because Felipe would become "king of England" simply because he had married Mary. This also played a large role in Elizabeth's decision not to marry and forfeit any degree of control over her own realm. Also consider the fact that the family name and "dynastic houses" passed patrilineally. If a queen regnant, for example Mary I, married and had children, they wouldn't properly be considered Tudors, but the house of her husband. There were ways around this, of course; exceptions can always be made, but a male heir made things easier and all-around more legitimate for all involved. Although a female heir and queen was possible, a male heir was always preferred because it did not pose the same problems to conventional ideas of masculinity, marriage practices, gender roles, and sovereignty.

I should add to the excellent context given by bobbybarf: Mary and Elizabeth were legitimated, so yes, they were automatically in line for the throne. But they were behind any male heirs, in this case their younger half-brother Edward. The rules on royal ascension did not change. (Note, this line of succession was despite attempts by John Dudley, Duke of Northumberland, to put Protestant Jane Grey on the throne over Catholic Mary Tudor. He convinced sickly Edward VI to change the laws of succession in favor of his cousin, bypassing Mary and Elizabeth. This demonstrates how truly weak the laws were at that time, that succession could be so easily changed. The original chain of succession, set up by King Henry VIII, was only maintained because the Privy Council switched sides.)