Not a big deal at all. Now as you mentioned, if there is widespread inaccuracies then you might have something to report on but if it is just one CTR and all that was wrong was the gender I would mention it briefly and move on. With all the other information to help identify the individual (SSN, Drivers License, DOB etc...) they shouldn't get hung up on something like gender.
_________________________
A successful man is one who can lay a firm foundation with the bricks others have thrown at him.
-David Brinkley