The original assumption that the joke is sexist relies on presuming that the joke makes women into objects used only for sex, but not vice-versa for men. So by claiming that the joke is sexist I think we can reasonably assume the person making the claim believes the engineer and the mathematician to be male.

No it's not.

If one were male and the other were female, the joke wouldn't work.

If both were female it wouldn't work, as (if you're male like me) you're aware of our inherent and unfortunate sexism (our rational brain shuts down upon viewing an attractive female).

The difference between sexism and acceptable behaviour is knowing this limitation of our selves and acting respectfully with the other sex.

This version includes a male pronoun to be explicit for one of the two, other versions include male pronouns to be explicit for both of them. One could also use a 'her' instead somewhere in the joke since lesbians exist but that would needlessly complicate it and possibly cause confusion.

Ok, so make it a straight male mathematician and a lesbian engineer.

But then you would be assuming that they are both straight.