Really male or female there's usually little difference in games. I usually play female characters but that doesn't stop me enjoying playing male characters (see Dragon Commander, Shadow of Memories, the Legacy of Kain games etc that I have in my gaming collection). I'm curious how you find an extra few pixels immersion breaking.
The most you'll get is someone referring to your character as being female, you also have the option of making the AI control the other party member, so you wouldn't even have to do anything even if you chose to play the male and not the female.
