I don't know if that makes sense, but to me it depends on how "canon" they look.

Usually the games that give you the m/f character choice will put more effort in one version of the character over the other, with the "non canon" one looking like they were forced to put them in there.

"Canon" version are also often featured in official arts and commercials.

Examples of who I picked in games following this line of reasoning:

Male Robin - FE Awakening, Female Corrin - FE Fates, Male Byleth - FE 3 houses, Female Shez - FE 3 hopes, Aether - Genshin, Stelle - Honkai star rail, Kassandra - AC Odissey

But again, this is very much a "how I feel on the spot" thing, no hard preferences in general.