I'm pleased to say that women and men in the EU cannot be charged differently for the same insurance product, thanks to an ECJ ruling which came into force in 2012.
ec.europa.eu/justice/newsroom/gender-equality/news/121220_en.htm
I love this judgement, i could get really boring about it
That Dr male female thing is grim - and any provider is using sex in pricing is in breach of EU and UK law. More likely to be collected for internal CtM marketing data, or some insurers/pension providers still use sex of their customers in deciding how much money to set aside for future claims - that is within the law.
If you're of a mind to, I'd make a complaint suggesting you're aware the law doesn't allow differential pricing but you're concerned that data might be used in that way, particularly as CtM don't actually need to know what sex you are and as per the Data Protection Act:
Personal data shall be adequate, relevant and not excessive in relation to the purpose or purposes for which they are processed.
They may fob you off, in which case twitter is good and also a CEO complaint. If they want it for diversity monitoring then they can say so when they ask for you that data.
I work in finance and it infuriates me when we do stuff like this as an industry, we look like twats.