A guy also may not feel comfortable with women he doesn't know. There's less possibility for drama of certain types if roommates are the same gender. There are more risks for women, but knowing the gender of strangers you might room with is a risk minimization heuristic.
Craigslist just used a low effort filter to prevent a large number of potentially illegal listings from ever being posted. Saves their moderators from wasting time on idiots. Even if it wastes a bunch of the end user's time, it doesn't cost CL as much to handle complaints as it would handling legal fees.