Indeed, it would make sense to at least have a warning as that option only changes the random generation not any other part of the world. However, the game was made with lots of assumptions about the target audience and the freedom to fuck your game up in any number of ways. Though the game can still be completed with 100% random spawns of any sex, as the laboratory and mutate spells allow for sex change.
The game was clearly created with a very limited audience in mind as many parts of the game code do not have the ability to adapt to the player. There does not seem to have been significant demand for that, as it is rarely mentioned and there are almost no mods for it either. Unless someone creates such a mod it will not happen as development of this game has ended (besides my occasional bugfixes, which I plan to end soon).