A person is identified as male or female by their sexual organs. Their sexual preference has nothing to do with what sex they are. Such organs are part of the physical reproduction process. The sex urge is natures way of ensuring that we keep on keeping on and produce lots of little worshipers to keep The great spirit in the sky happy.
Now I have never actually met a 'spirit person,' much less an angel, but for such creatures to be male or female they would have to have sexual organs. In which case they they would have to be physical and would not be spirit creatures. This amazing truth, that you will not find in your bible, has been brought to you by Gladiator!