If Data had been female I think they'd have had her explore her sexuality in ways that they didn't with Data. I think she'd have had vulnerabilities in the way that Data didn't seem to and maybe less autonomy. However much Data was a machine and striving to be human he always seemed to know his own mind and be his own person. I don't know how that would have played out if Data had been female. I wonder if Picard, for instance, would have been paternalisitic in the way that he pretty much wasn't with (a male) Data.