As a psychology undergrad I was sent out to record the sitting postures of men and women. The theory, generally supported by this new data, is that men are more likely to sit with their legs spread apart, and women with them together or with legs crossed. These days spread apart legs can cause issues in places like a train where it leads to guys taking up more than their fair share of he seating (a.k.a. manspreading)
Then, as now, I think it is incorrect to treat seating posture as purely a matter of gender-conditioning. Dudes do have some stuff that can more easily get squished in a closed or cross position, especially in tight trousers. While women are more likely to be wearing shirts and need to avoid giving the person sitting opposite a show. These things are gender-related but in a physically tangible, way not a purely psychological one.
That said, dudes who think sitting cross-legged is unacceptably ladylike need to take a lesson from he bad-ass Victorian naval officers shown below. Totally rocking the cross-legged look and also somes beards modern hipsters only aspire to in their wildest dreams.