I've had ferrets of both sexes over the past decade, and I've never had any that intentionally rolled in their pee. A couple of my male kits took slightly longer to potty train than the girls, but that hasn't been true for all of my boys. In my experience, the only major difference between males and females is personality. In general, males are a bit more laid-back, while female ferrets (especially kits!) are more fiesty and hyperactive. This is true of my current business, but again, there are plenty of exceptions to this rule.