Pick Your Path: Character creation is just the beginning. The Nameless One can change his class, alignment, and even gain new abilities based on your choices.
It says nothing about Gender, and it specifically refers to ‘his’. This perfectly describes what you can do, so it certainly belongs in the ‘Features’ section. It also doesn’t mention Race or Species; I’d much rather play as a non-human, but I’m not winging about it, because nowhere did the game tell me I could play as a non-human. I’m not going to keep arguing with you about it, because clearly neither of us are making any headway.
Take it up with Steam, I guess. Ten seconds on Google could have answered the question before you bought the game. If you feel this strongly about it, maybe you should be checking for each game you buy before you buy them.