A 'role model' is someone who shares your background and is successful in an area of interest where you would like to participate/contribute (science, art, sports, politics, ...) . It's someone who demonstrates that 'someone like you' can be successful, too. Therefore, the closer this role model is to your inherent and unchangeable properties (age, sex/gender, origin, social class), the more it can inspire you.

Surely, a man can be a role model for a woman in science (and vice versa) - e.g., if you are from the same small ethnic minority as the role model. However, male/female lifestyle, upbringing, interests, challenges, etc. are quite different in general, even in otherwise very homogeneous (western) societies. Therefore, the role model having the same sex/gender is very important.

(Just my view - I don't have evidence or experience in this regard).