I think Corndog is spot on. What would she behave like if not human? Her intelligence is all modeled on human behavior, data, and physicality (even if it is an arbitrary decision on Nathan's part).
So if you follow CD's logic, why didn't "she" turn out male; since this was the behaviour she was learning from? She didn't have a female role model. If you follow the logic that she learnt from the entire internet, then why would she be either male or female? On the third hand, if an AI is a primarily logical entity then what is so great about copying the behaviour of humanity, and going no further? Why would that be the logical choice? Making a decision such as this won't make it any more suitable as a female or male. She isn't biologically equipped for it to matter. It won't feel sexual pleasure, affection, and it can't make babies. So what would be the point from that perspective?
Under The Skin makes the point in a few scenes as the robot tries to act human in a sexual way.
@FlickingDC; I think there are people out there who don't consider themselves male or female. I'm not sure if androgyny covers it, but it seems as natural a choice as a boy choosing to be a girl or vice versa.
I think Alicia Vikander was an excellent choice for this role. She is a beautiful woman but there is more to her intelligence and physicality that is attractive, that is subtle and draws you to her. Actually, I wonder what the reaction to this is from female viewers. Are they responding to her so immediately as a female robot? I would argue that if Vikander cannot shed the impression that she is "female" in the role of this robot then there is a fault in the performance. it reminds me of Walter Tevis' "Mockingbird" in that there you have an AI that decides it wants to be a father, with horrible consequences.