LOL romanticism personified. I didn't think of it that way, but it's true - there was that sequence in Brief Lives where he just stands outside in the rain for ages and ages, just for the drama. Genders ... Destruction makes sense as a guy, because he's the personification of the GRAR SMASH manly fighter from ages past. Death being female is just really inspired on Gaiman's part, but maybe she's a girl because she's the absolute reversal of the 'tall, skeletal, male Grim Reaper' stereotype? Perhaps the genders were also picked to have 3 male (Destiny, Dream, Destruction) and 3 female (Death, Despair, Delirium) Endless, with Desire being whichever he/she wants.