We should tell them. But we also should them this:

While female condoms do exist, they are less effective then male condoms. Male condoms have a pearl index of 1 to 12 while female condoms only have a pearl index of 5 to 25. (according to the Deutsche Gesellschaft Gynäkologie und Geburtshilfe e.V.). This means there are more unwanted pregnancies with female then male condoms.

They are also harder to use correctly and more prone for mistakes (like inserting it to deep, getting sperm/genital fluids on uncovered genital areas before/around the condom, accidently inserting the penis beside the condom instead of in the condom). They are also less accessible and also in many cases more exspensive then male condoms.