Okay, this interests me.

First off, what [i]does[/i] it mean to me? I'll preface this with that I only play characters that either identify as female or male, though gender doesn't need to relate to sex in that regard. To me, when I pick a [i]sex[/i] I pick a certain amount of expectations with that character... y'know, stereotypes. Whether I adhere to those or not happens later down the line, but they're always in the back of my mind. It's not something I think about too hard, however, as it mostly aligns with whatever whims I feel like playing. In a sense, sex is something I more often than not decide on before anything else of the character.

At the core, every human is different. There's differences between everyone and there's always an exception to every rule. In terms of creative writing this means there are no real differences between male and female besides genitalia, even if it's not always explored. Despite me saying that, I still think there's notable differences in males and females, mostly down to how they [i]think[/i]. Now, I'm no mind reader nor am I a psychologist so I can't exactly tell you what goes on in someone else's mind, but I'm sure we've all had experiences where we just don't [i]get[/i] something about the opposite sex. I play with this sometimes, though not always. I'll never 'think' the same with my male and female characters, even if they're of the same age. 

Speaking of my males and females... I'll admit, I have a subconscious bias for playing females over males. I think this comes down to me being a male in real life, which makes me automatically relate more to another male. I'm the kind of writer that likes to feel as detached from their characters' personality as possible to delve deep in how another person might act, even if that goal is more far fetched than a Farfetch'd. That's why I'll always have a bias to those females, I want to craft a human being that's different from me down to the most major of body changes.

And when we get around to the balance... eh, this one's simple. It's down to the roleplay. Some settings are more interesting with a varied cast, others do well with one sex. Something like Magical girl wouldn't throw a guy in there, likewise, if there's a guy-heavy setting you wouldn't toss a girl in there. Then there's things like... say, a locked room mystery. A certain number of people are trapped and need to get out. I think these do well with a somewhat equal balance, simply because it opens up for more drama in my opinion.

And the final question, are certain roles better suited to one sex? My answer: Yes. Of course there's an exception to every rule, but knights in the medieval times would more often than not be male over female for example. Or, if we take a fandom example, Pegasus Knights in Fire Emblem are [i]always[/i] female. An assassin that's meant to seduce powerful warriors [i]could[/i] be a male, but the easier option is a female. Things like these favor one sex over another. Could the other sex fill that role? Yes, but not as effectively in-universe. If we're talking on how interesting subversions of these kinds are, well, we're having a different discussion.

Well, that's that I suppose. There's me being overly analytical of something that gets decided in like, five seconds and I never look back on it.