Answer:
I am not sure we truly know…God the Father and the Holy Spirit do not have a body of flesh like Jesus did but are instead Spirit. I am not sure a spirit body truly has gender although in the Hebrew language certain words are either masculine or feminine (like Spanish words) and the verses relating to the Spirit are masculine in nature.
God created Adam first “in His image” and Jesus was of course the second Adam who was born in the flesh with a male body. I suppose this is why we assume this although again I am not sure that a Spirit body has gender the way we conceive of it here on Earth.
I do know that no one promoted women’s rights more than Jesus Christ. 🙂