No. I don’t think even Christians insist on this. I’m not aware of any major religion that does. God is depicted as male because an ungendered God would be too difficult to relate to, and an unrelatable God does not make for a very useful religion.
Christians generally get around the gender issue, and indeed all other issues with the depicted personality of God, by introducing ad-hoc polytheism through the veneration of saints. You can pray to and cultivate relationships with any of them, including the Virgin Mary.