Interestingly enough, Ian Jones-Quarty said on Twitter that while all gems are born looking feminine, male gems [i]could[/i] exist, if they were poofed at some point and decided to re-form as male, and stayed that way.  Kind of like how Amethyst has a "male" form with the Purple Puma.  Gems still wouldn't evolve though, since they're synthesized in the ground and only one of them has ever sexually reproduced and probably don't have DNA.