Lust doll plus by Indivi is the only h-game I can immediately think of that allows gender choice with an option for gender changing. It's largely text based though, so it's easier for them to do that.
The issue developers have is that there would need to be scenes designed for every scenario. That takes twice the amount of time to design at a minimum. It's only something I'd expect of a developer with a lot of time, money, and interest.