Why was Jesus a man not a woman?

I recvently saw a video on Youtube where the muslims challenged a reverant about Jesus and he did not know the answer:

Basically the question is: "Why did God make Jesus a male and not a female?"

Here is my opinion about this matter:
Exodus 12:5 OLD TESTAMENT
Your lamb shall be without blemish, a male of the first year: ye shall take [it] out from the sheep, or from the goats:

Why was the passover lamb meant to be male? This order came from God to Moses. Jesus was sacrificed on the cross at the time of the passover for our sins, this was an order from God. Why question God's orders?
We are humans, we do not understand everything God does, for His ways are not our ways, and His thoughts are not our thoughts...