Oh, they have plenty of female "troops" in 40k. Sisters of Battle, Sisters of Silence, Inquisitors, Imperial Knights, guardsmen, naval officers, assassins, commissars, etc. We've also had female High Lords, rogue traders, tech priests, navigators, saints, etc. I've seen them all at some point. And they're awesome.
Just no Custodians until now, because we were always told they were a "brotherhood" of "sons."