I like this idea, however instead of "Female" "Male" as listed options; just use the gender symbols:
(It even makes they're options more vague RP elements).
As well, some SCP's react differently to the genders
One Example:
http://scp-wiki.wikidot.com/scp-054
"..SCP-054 has developed a mistrust for human males during its confinement; thus, assignment of female personnel is recommended.."
--A slight thing that bugs me is that voice acting was added for 012.. I'd rather prefer the silent protagonist for SCP:CB, so the player becomes D-9341 themselves.