The only gender mentioned for angels in the bible was described as decidedly male (fathering children on human women in genesis), which would probably be why D&D always describes angels as males. But if you're the GM, the cosmology is yours to tinker with however you like. D&D is mostly gender nuetral except in very specific circumstances: Succubi are all female (although inccubi are all male and are basically identical anyway), night hags are female, and unicorns like girls. Other than that... d20 seems to actually go out of the way to be gender neutral.
So do what you like.