Funny coincidence, I am debating this topic with my boss because in pain research people have always taken young male mice for their assays while the majority of pain patients are middle-aged and female. The discussion started by this article that sites a publication showing that the presense of males (of any kind, except other male mice) in the same room alters the animal's response to pain stimuli.
They also mention Jeff Mogil whom I have been in contact with the past few weeks to set up my thermal sensitivity assay. The world is tiny and goes in circles. His lab also made the male stress study I mentioned above and is very critical of which methods to use and the role of gender in animal pain research.
Sadly, the majority of labs will go for what everyone else has done before. In addition, using male animals usually shows nicer effects which are easier to publish. This is of course a non-valid argument when we are talking about therapeutics but we still live in a publish-or-perish world and unless that changes, negative results will not be published and researchers will go for what brings the nicest results but not necessarily the correct ones.