I am curious how folks handle the 'Game of Thrones' setting. Westeros is not a great place to be a woman overall, and I wonder how an RPG set there would have to offer opportunities for female characters. Since I've never picked the game up, I don't know...though I assume someone had recommendations of some sort.
I'm in a Game of Thrones game
All the players are male. One is playing a female character, the daughter of the lord of the house. (He doesn't have any sons.) She has lower status due to not being male, but in effect makes up for this by not spending points on being the heir to the house. She put those points into Tactics instead. (It's a tradeoff similar to being a younger or older character; if you're younger, you get fewer skill points, but more destiny points.)
On occasion an NPC will be sexist, like the captain of the guard (when her father's not there, of course). It's not easy to tell; said PC is also very young (16) and has the Naive flaw, meaning said NPCs might have legitimate reasons to oppose her actions that have nothing to do with her gender.
It's a topic that needs to be handled with sensitivity, obviously. Even in that setting, we have characters like Brienne "the Beauty" (who put all her points into fighting and is
not a hot amazon) or Arya. Especially the former is not respected for being a female warrior, but that doesn't prevent her from kicking butt (no statistical penalty in the game system). In such a setting, female warriors were realistically rare, not due to some statistical issue, but because female characters rarely had access to that kind of training for social reasons. (And, of course, a player can always write a background to explain how their female PC got that kind of training.)
So I guess I'm saying nothing beyond a social penalty is acceptable, although the DM can feel free to have female NPCs be very different and have lots of sexist NPCs too.
Oddly enough, I've had a female gamer some years ago say she thought female PCs should have a Strength penalty, but since any game I'm running or playing in uses point buy, I could just tell her to take points away from Strength and put them into whatever if she so felt like it. There's no need for actual rules to make character choices like that for the players.