You start a new game. It is a
role-playing game.
One of the questions asked during the character creation is about “your gender".
Some games state right away that the choice is purely esthetical and some games attempt the initial gender attributes adjustment, e.g. males are generally stronger, females have better constitution and charisma etc. (There are some racial differences as well).
However, these attribute difference can quickly disappear during the character creation or as your char gains levels; so he/she becomes practically "genderless" as far as statistics are concerned. In both types of games the gender affects only your “romance” (if there is one).
The third option is to have the gender affect statistics the similar way the racial and alignment modifiers do. For example, females may have a better resistance to poison and disease but tend to get scared by a giant spider and run away.

Males may have the a “less talk, more fight” attitude. And so on.
The same applies to all your party members (and other NPC).
The quest solution can be gender dependent as well (also multiple solutions).
What is your preference? What, in your opinion, is the best approach in RPG?