The Catechism has
Christ's true body
476 Since the Word became flesh in assuming a true humanity, Christ's body was finite.112 Therefore the human face of Jesus can be portrayed; at the seventh ecumenical council (Nicaea II in 787) the Church recognized its representation in holy images to be legitimate.113
477 At the same time the Church has always acknowledged that in the body of Jesus "we see our God made visible and so are caught up in love of the God we cannot see."114 The individual characteristics of Christ's body express the divine person of God's Son.
Scripture has a number of relevant references:
For to what angel did God ever say, "Thou art my Son, today I have begotten thee"? Or again, "I will be to him a father, and he shall be to me a son"? — Heb 1:5
I will be his father, and he shall be my son. When he commits iniquity, I will chasten him with the rod of men, with the stripes of the sons of men; but I will not take my steadfast love from him... — 2 Sam 7:14
I will be his father, and he shall be my son; I will not take my steadfast love from him... — 1 Chr 17:13
I will tell of the decree of the LORD: He said to me, "You are my son, today I have begotten you." — Ps 2:7
Given that throughout scripture God has revealed the Messiah as His Son, the individual characteristics of Christ's body express the divine person of God's Son.
That would not be particularly understandable by mortal man if God's Son was female, so He chose to make it easy.
112 Cf. Council of the Lateran (649): DS 504.
113 Cf. Cal 3:1; cf. Council of Nicaea II (787): DS 600-603.
114 Roman Missal, Preface of Christmas I.