All I could say, without damning myself, has already been said.
I've never encountered this type of person before. It almost makes me want to. Just to see how they really are. As an outside observer, it sounds like they are mixing up their character and player relations. Secretly hoping that they will have an internet fling with the player of their characters mate. I wouldn't be surprised if those people are also on the younger end of the age scale.
Personally, I will never play a female character seriously. It just cannot be done.
Though I've had players assume I was male. I don't bother to correct them. I have my reasons.
I'm.....I'm gunna stop typing now.....
edit~
So I noticed I never answered the actual question. While it's probably obvious: I find no qualms with cross-gender anything.