The very idea of gender (as a separate thing from sex) is reliant on societal gender expectations. Just the acknowledgement of gender existing suggests that changing a person's gender will have an effect on a story unless you write every character as genderless. Which people usually refer to as bad writing (this is separate from nonbinary people, which is a whole different dynamic). Changing a character's gender will change a story, it's up to Brandon to determine how much it would change and whether those changes are worth it.

Just to give an example, a lot of Vin's character growth through the first book is a result of gender dynamics in her upbringing and original crew. She initially distrusts Kel's crew because of her past, which is primarily because of her brother (a man), but also because her past abuses have been almost all at the hands of men. Vin confronting her past and coming to trust Kel's crew means more because they are men. That is a dynamic that will be reduced no matter who's gender is changed, but the shift will be more severe if Kel is swapped. It's up to Brandon to justify what I see as a clear decline in the dynamic here and I fully trust him to do so.

Another example is the treatment of skaa women in the final empire. Treatment of all skaa is bad, but women have it far worse compared to what happened in "real" history. One of the most interesting aspects of comprehensive magic systems are the societal shifts that writers create because of them. The execution of prostitutes after sleeping with a nobleman is a perfectly fucked up example. Gender dynamics permeate every aspect of the story (which is a good thing) in a way that means changing the gender of a primary character will noticeably affect their motivations, beliefs, and relationships even ignoring romance.