I wonder how you would feel about, for example, Slavic languages. There, you leak information about the gender even about speaking about yourself in first person (at least in the ones I have some idea about). Example in Polish:

"Spotkałem kolegę" - "I [male] met a [male] friend."

"Spotkałam kolegę" - "I [female] met a [male] friend."

"Spotkałem koleżankę" - "I [male] met a [female] friend."

"Spotkałam koleżankę" - "I [female] met a [female] friend."

Notice the different ending (em/am) depending on whether a male or female is speaking.

GTA games are, as far as I know, mostly built by Rockstar North studio (formerly DMA Design), which is located in Scotland. Obbe Vermeij, former Rockstar North employee, has written some interesting blog posts about the development of GTA from 3 through San Andreas, which can be found archived here: https://gist.github.com/WillPresley/d57d48b3d5f7f7b4bde4a2a3... (he has taken the blog down). It seems that, at least in that era, Rockstar New York was mostly handling the story and voice acting.