The program wants to know the gender so they can set Mother/Father or Husband/Wife for reports. If you set the gender as Unknown, however, it should take it if no "mate" is entered. It will at a later time ask the mate's gender if/when you enter that info.
When you change the sex to a gender specific role, a warning message appears stating this inconsistency. Rather than choosing OK to accept the inconsistency, choose Cancel, then open the Event window that uses the gender specific roles and write down all of the information in that event. When you have all the information, delete the event, then change the sex of the individual and re-link the event.