In Help namespace there is a necessity to address the reader and explain him something or guide him through some steps of a process. This approach is closely specific to help pages in Help namespace. Therefore Gender magic word should also work in Help namespace (instead of just interface messages).
Oh indeed. I looked at the code and it looks like it is indeed disabled for pages other than interface messages when no username is specified (in which case it returns the default gender). Even if it was enabled, it probably won't work right since page content is cached.
To make this possible, we would need to split the cache into three parts (combined with all existing cache splits). Nowadays it is very hard to justify new cache splits when a lot of work is spent on figuring ways to reduce them.
It doesn't work that way. There is only one cache which stores the parsed articles. This cache has multiple versions of each page corresponding to a some unique combination of all content-affecting cache-splitting options.