You tend to get more free items/weapons/etc... Also you find you are allowed into guilds and teams more often when your a female.

I was initially a male character on Silkroad Online, then I got to level 70 (the cap back then) and I changed female and I got lots of invitations to join guilds and sometimes people were more willing to lend money. The best bit was that people would buy my items because I had a female character.

I guess some people think they are talking to a real girl, so they "treat" you like one. Meh...