Call me weird, but I find it way more immersion-breaking when someone says "Hey lady" than "Greetings, Dunmer!" And it's hard for me to roleplay; I'm almost always myself (I may have grey-blue skin and red eyes, but it's me) -- an altruistic guy who prefers to mitigate damage by killing you before you know I'm there. Okay, so that last part might not be me, but you take my meaning
In a game that doesn't constantly remind me I'm a female, I might pick one for a couple of playthroughs, but otherwise it's just too jarring.