From what I understand Greys in general are the most notorious parrot for doing this. However, I haven't heard one way or the other about male or female doing it more than the other, as I've seen it in both. One way you could avoid this is by getting a Grey that is a couple years old, I know it's fun to get a baby, but getting a rehome can be just as rewarding, and more than likely you won't have to deal with those detachment issues. That's how I got Zsa Zsa, she became suddenly super nippy to her owner right around 2 years old, so she got locked in a cage and it never got cleaned or taken out or anything, very sad. And Zsa is a sexed female. Now that she's with me she's fine I've never had any problems, so I think that she "left her flock" and "found her mate" and has settled down.
I've also never heard of male birds picking a female to bond with etc. From what I understand they can tell the difference between male and female based on hair styles, voices, physical characteritics, but they bond to those that haven't rubbed them the wrong way if that makes sense. I dunno thats just what I've heard. I have 4 female birds at my house, both my greys HATE men, as in will lunge, scream attack anyman that comes near them or their cage. And both lived with men before coming to live with me!