From my understanding, it's less a localisation issue and more a programming one: there's no way to change the pronouns in the script to reflect the character choice (in that version of the game). I would speculate that the female player character was a last minute decision, and that they didn't get round to editing the Japanese script to reflect that, which then tied the localisers' hands. Akiba Strip had a similar problem, except that all the female player characters were added post-release there.