An unfortunate side effect of fraud prevention I guess. Some financial institutions have lower thresholds for "unusual activity" then others.
... When I called to resolve the issue they said that "since I was not a woman" the transaction was flagged as suspicious. ...
Do we really want companies scrutinizing our lives this much? How can that not give anyone the creeps?
Don't really have a choice if you want to use a debit or credit card. The issuing financial institution will monitor all of your activity closely in a effort to reduce fraud.