MechaPilot
Explorer
You do realize that you just very literally argued that women are inferior to men in real life, right? That's the only way that a penalty in game could be sexist due to inferiority.
Not really.
The only gender penalties that were ever officially part of the game and then removed, and thus fodder for some people missing them, were female specific. If only the female characters have a penalty applied to them, and no benefit to compensate for the penalty, then by definition the female PCs are inferior.
If females had benefits and weaknesses that roughly canceled out, that would be different. It would however still feel weird and off-putting to me because leaving the males with no modifications would enshrine maleness as the default, with femaleness being some "other" factor to be accounted for.
Also, naturally, if both genders had modifications that reflected their respective strengths and weaknesses, then that would be different (even if I think it's not worth modeling in a game about dragon- and demon-slaying heroes & heroines).