This is a new bug introduced in the Marching Fire update. Basically, on the characters that have two gender choice options I usually make 1 or 2 loadouts male and set the other to female. As of Marching Fire the genders now reset to either all male or all female across all 3 loadouts every time I exit the character customisation screen and go into matchmaking. No matter how many times I go back and set the genders individually again it always resets all 3 of my loadouts to the same gender.

Steps to reproduce:
1) Go to customise a character that has two gender options. Change the gender for 2 of your loadouts to male (or female) and then set the 3rd loadout as the opposite gender.

2) Exit the character customisation menu and search for a match in any game mode - PvAI or PvP makes no difference.

3) When the match is found and you're in the character selection screen, flick through your 3 loadouts. All 3 loadouts will now be the same gender regardless of how you previously set the genders for each individual loadout.