No, I'm not talking about Kenkou's upcoming game. It's simply my imagination of how generic JRPG, one featuring hero/ine on their (hopeless) quest to defeat demon lord, would work like in MGE world.
Female character start with SP Regen passive skill (reflecting female's ability to absorb spirit energy from environment), while male start with something like 30% bonus to recovery items (reflecting male's better ability to generate spirit energy).
Early of game, it's cakewalk for girl adventurers. They win initiative against random encounter for most of time (low rank mamono just don't care about female adventurer until they're attacked) and can run away with ease (they have no reason to chase after her). Their SP Regen mean that if they have healing spell, then they don't have to rely on recovery item, and thus have more money to spend on equipments.
It's much harder for men. Sometime they're ambushed by random encounter, and have lower chance to run away from battle. Recovery items' bonus is cool, but fact remain that they still have to buy them from shop. Mean that they have to spend more money on comsumable.
When they reach Demon Realm, however, girls have much harder time. They're no longer have advantage when fighting random encounter (since most mamono in Demon Realm seek to convert human girls). There're dangerous tentacles forest. And the worst is, now that they start to absorb demonic energy, every quest in Demon Realm become time limited. Spend too long time in Demon Realm, absorb enough demonic energy (and casting spell may accelerate it!), and they become succubi (not to mention that have lot of demonic energy in their body will cause several status debuff - confuse, daze, charmed, etc.). And I only said it's time limited by assume that it's possible to neutralize or purge demonic energy from them before demonization start. If not, then it's truly hopeless.
Men in Demon Realm...don't get much worse. They face stronger and more aggressive mamono, and must be careful to make sure they have enough clean food and water...and that's it. Tentacles forest don't bother with them (unless they happen to face the tentacle mamono).
I guess that's basic of what it would be.