I do believe that if the story/setting calls for it, male and female characters should be treated differently, for why not? Men and women are treated differently in real life, so what's the issue in a video game? Men and women are vastly different from on another. Though we are equal in rights, we are not equal in mind, body, and spirit. I find it a wee bit silly that women are considered equals in many medieval/fantasy games, but it pleases the customers, so that is why it is done.
