Yes, that's right. The mithra race of FFXI are mostly female, and you can't select male when creating a character. In fact, I have yet to see a male mithra NPC too, I don't think they exist.

I think it's made hard to tell male from female for the other races because that's how it is in real life anyway. If you look at a cat, you won't be able to tell if it's male or female without checking its rear end :p.