What would your reaction be like, if Blizzard would introduce an Alied race with only one gender option? Do you think they could even consider this? What race would make sense as a gender-locked race and why? Would be it maleor female? It's random random hypothetical thought, but as we know everything can be possible in this game.
The only option I see for now there is Banshee race for Horde as female high-elf undead race, with hover body, floating hair, spiritual form and quite narrow class variety.