If the game had only 1 character and you would have to fully emerge into that one character.. like nowadays mmorpg's etc.. and if you then dont have the choice to be a man instead of a woman.. sure.. i would hate it.
But at an actionrpg like this? thats like hating having a female in your party at final fantasy..
tbh i could not care less :P
Just leave the woman behind if you are really really hating it.. but i really cant find a reason why having a female in your party would be a big problem..
and thats coming from someone who actually returned some free max level characters i got in WoW (long time ago.. quit with that already) because they were female and i simply could not play them :P