The last thing that really goes to a female Exile is the situation with Sion. Sion seems a bit mustache-twirly with a male Exile--he's not, but you have to look pretty deep to see there's still a character under all that hedonistic evil. Sion with a female Exile is a much stronger character. Initially he just wants to destroy her, but on Korriban this attitude gradually shifts to wanting to kill her to save her from Kreia as his respect for her grows. Finally, on Malachor, Sion is willing to sacrifice himself in an attempt to save the female Exile from Kreia, something completely absent in a male playthrough which helps to humanize Sion and give important context into just how brutal Kreia was with her apprentices.

This blew my mind. I've probably played K2 nearly a half-hundred times now. I never once considered choosing a male Exile. I always play a female PC when a game lets me, and thus have only experienced Sion through this perspective. (I have used mods to experience Handmaiden as a woman, though. Just a few times - because I prefer Disciple for the same reasons you mentioned.) Only now do I understand why Sion seems to be disliked as a character: There is an entire dimension of depth to his character that probably most of the player base has never experienced! I mean, sure, he is probably a little underdeveloped, but his wrap-up at Malachor always felt satisfying enough. His relationship with you parallels the love/hate relationship Atton had with the Jedi that awaken hims to the force. With lines like, "You and she [Kreia] are alike, yet different in all the ways that matter. [...] I hate you because you crawl within my skull as she does." Yet at the same time tells you, "Return to the surface, let the planet claim you, as it claimed the other Jedi... there is no reason for you to suffer at her hands". If the PC questions him, "Are you showing me mercy," he is visibly dissonant about the fact and tries to claim he is not. It's a very compelling moment that has stuck with me.