I'm pretty sure RF2 and the ones on the Wii/PS3 let you use a female after beating the game once. Might be earlier (as in you don't need to beat the game) on the latter.
Course "after beating the game" kinda removes some of the appeal I guess but it's there.
But I'm pretty sure HM games didn't implement choosing a gender till further on than 3 in anyway...! Sure to come at some point, though.
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No problem!
This is a cute and pop genocide of love!