I think you can find quite a few counter examples of a female AI, not least of which Cortana. It's possible to imagine S'Jet as an example, though perhaps much closer to Transcendence (movie) than AI.
Really, I think it simply has a lot to do with the voice. I'll be darned if I can recall the source, but it seems that women can usually be understood more clearly and easily than men; that claim may be only over a lossy channel, but it seems to jive with my experience (listening to podcasts on a motorcycle, women tend to be easier to make out over the noise, and even Google maps' female voice is clear over a highway's roar).
Really, I think it simply has a lot to do with the voice. I'll be darned if I can recall the source, but it seems that women can usually be understood more clearly and easily than men; that claim may be only over a lossy channel, but it seems to jive with my experience (listening to podcasts on a motorcycle, women tend to be easier to make out over the noise, and even Google maps' female voice is clear over a highway's roar).