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A serious problem is that in 99.9% of things that you study in the brain, there will be no sex difference. However, every researcher records sex information in the data they collect. So even if there isn't a scientific reason to think there might be a sex difference in whatever you are studying, you might as well test it because it is zero extra effort. That means that about 1/20 studies will show an effect with $p<.05$.

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What you are stating is factually at odds with TFA, and your example of tracking sex in research studies is interesting because the NIH tweets:

Sex can influence health & disease in many ways, which is why NIH requires that researchers consider sex as a biological variable (SABV) in all stages of research: http://bit.ly/2KXGL7k

It's not zero extra effort. If you want to maintain your statistical power for both male and female, that means doubling your sample size. And it's unlikely that they'll be identical 99.9% of the time. The article suggests that we'd see frequent, small differences, but there haven't been enough studies of this type to know for certain.

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