Because having a female spy do the same things as a male spy would be out of context for the (assumed) semi-realistic international espionarge setting. Chick spys get different training and different mission profiles, so what would be 'character creation!' to you would be 'crappy continuity!' to all the spy buffs out there, or indeed, anyone who cares more about immersion than a pretty butt.
This isn't an excuse, but what i'm saying is that the setting in this case is unlike basically any other RPG ever made because the PCs gender actually does matter, on which basis it COULD be said that creating a female character would hamper the story.
For example, Indiana Jones being a chick wouldn't actually matter, in terms of plots, nor would Luke Skywalker or Neo, but if James Bond were a chick, key elements of Casino Royal would have had to have been altered.
Don't get me wrong though, in an RPG where gender actually matters I would love to be able to play both genders (assuming they were equally catered to). RPGs have little enough replayability as it is, but that's accepting the limits of the devs I guess.