Yeah some dogs do favor males over females or vise versa, but thats not being sexist. Either they have a bad association with one of the genders or they just prefer them for some unknown reason. But they can't be sexist persay.

Men are big and smelly - if I were a dog, I'd prefer females too! HEHE, just kidding. But really, men tend to be larger with lower voices. That can be pretty threatening to dogs.