Three things will essentially give away your gender:
1. Your stated gender;
2. Your name (with a high degree of accuracy in most cultures that I'm aware of); and
3. Your photos.
So for (1) to have any impact, (2) and (3) must be hidden. Since all profiles are public, I'm not sure you can hide (2).
Give all that, I'm not sure I understand the rationale for hiding gender but, like I said, I don't have the experience.
That all being said, I really don't see the issue with hiding it.
I strongly encourage people who feel strongly about it to be vocal about it and ask for either the ability to have it not stated or to hide it (like you can with things like the number of "followers" you have).
EDIT: on the accuracy of gender prediction from Facebook profiles:
http://cis.poly.edu/~ross/papers/NameCentric.pdf
I realize this isn't exactly the issue here. Most people concerned with harassment probably aren't worried about computer models that can predict their gender based on their name, information from their profile or their writing style. I imagine harassment is far less systematic than that.
EDIT2: I would contend that a bigger factor in whether someone gets harassed is how they present their profile rather than a single field.
For example, if your profile is public, has pictures of how partying and getting drunk, has many messages about what a party animal you are and/or your dating life, some will see that (rightly or wrongly) as an invitation for attention (good or bad).
I would be very interested to hear from people who have been harassed or bullied online or have been the victims of such crimes in the real world and hear how they use social networks and how they present themselves online. I suspect they tend to keep everything private.
I'd also be interested to hear how important it is that gender is shown on a profile. It's all well and good for us to speculate about this but I really would like to hear from some people with first hand experience.