Female or male - it's a label made by human's mind. Somehow historically, female are viewed as weak and less-human than their male counterparts. Sadly, today in many parts of of the world, ladies are still suffering injustice imposed by men! I would LOVE to see a female Dalai Lama in the near future. This would show the world that we, Buddhists, really practice Buddha's teaching i.e. treat each and every living being equal and that EVERYONE has the potential to be a Buddha.
I guess reason why, so far, all Dalai Lamas are male is that most social structures made it easy for a male leader to spread Budhdha's teaching, hence all reincarnations of Dalai Lamas are male. Or... Have they ever looked at little girls as possible candidates for recarnations of holy beings like Dalai Lama? If so, how many female reincarnations have we missed out ??