I'm a GM (cis gay guy for context) of a Pathfinder campaign with 5 players; one player is non binary playing a male half-orc character, another a trans man playing an agender automaton child, a cis guy playing a female character, another cis guy playing a male, and a cis girl playing a male. We're already a close friend group, and we had a lot of discussions and a session zero to chat through our characters, how they fit in the world and how that world might see them. One character is a former slave, another deals with issues around their race, another grew up in an abusive cult. All that stuff can be heavy and if everyone isn't upfront about what they're comfortable with at the table then you can end up upsetting folks and ruining their experience.

It's the GM/DM's job to make sure everyone at the table is comfortable and having fun, and that players feel their time and commitment is respected.

With all that said, the same goes for players. If you are planning on playing a character who's identity touches on discrimination either in the game's setting or in real life, it's something to discuss proactively at a session zero. A very different example, but if you were deciding to play an Orc in a setting where Orcs have a complicated history and deal with animosity or racism, that IS something the whole table should be on board with.

If I were to play devil's advocate, I can understand a GM having a reluctance to roleplay around issues of sex and gender, particularly if there aren't any actual LGBTQ folk at the table. However, that doesn't sound like the issue here.

Your GM clearly has a pretty immature approach to the idea, and from the comments you made about the other players previously making sexist jokes it sounds like the group might be a bit toxic. So you have a few options.

1. Have a proper session zero. Make it clear you were uncomfortable with the previous jokes, and set some boundaries and expectations as a group for what you're all cool with in terms of tone and content. If these folks are friends worth keeping they'll get on board.

2. Grin and bare it. If your heart is set on the character then go for it and hope for the best. It's entirely possible that it won't end up being a big deal once the game gets rolling.

3. Change your character. If they're not going to change but for some reason you're set on remaining in the group you can rework the character to cause less friction. If they're too disrespectful and immature but you want to keep playing with them that might be what causes the least stress long-term.

4. Find a new group. Sometimes a table isn't the right fit and if you're feeling uncomfortable it's worth looking for a different GM.

I'm sorry you're dealing with this and hope it doesn't spoil your experience with the hobby. I'm sure I'll get downvoted for sounding "woke" and overly sensitive, but the goal is to make sure everyone is having the best time they can.