Here at PC, I'm usually less interested in those aspects of a person that do have to do with their gender than in those that don't. I may mention my gender in passing when it's relevant to something I'm posting, but most of the time it isn't -- so I don't.
Some members have said they're sometimes spooked by one gender or the other. I usually prefer not to spook someone I'm replying to, so I'd rather not make it obvious whether I'm of the gender they dread or not. If they insist on knowing, let them work a little to find out.
I don't usually mind when someone takes me for the "wrong" gender. It just says I've done a good job of keeping my gender out of the way. Also, some of my best friends are of the "wrong" gender and it's fine with me to get misidentified as one of them.
English didn't evolve to be gender-neutral. If I don't know someone's gender (or don't want to say), it's ungrammatical to say "they" -- but I do it anyway

and applaud others' doing the same.
As for the original question, would I like to know the gender of members -- I'm sometimes curious but I'm not sure knowing would actually be better than not knowing.