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I only do that after beating the game for thrid time or so, but I mostly play as the male, I didn't completed the pokédex or something other than beating the league/post game.
Now I have a run on OR with busty May, but I'm also testing stuff on it with the romhacking gen VI stuff.
Never did that for other games, even on overmodded ones like Skyrim that have too much /ss/ mods for females.
So, tl;dr it's ok if you only do that for a re-run but then go back to male.