Women begin with a slightly higher magic stat
The magic stat boost is so minor that it is overcome by class selection and equipment within a few levels. On its own, it doesn't mean much. But next to the fact that men start out with a physical attack boost, it might be taken to mean that women aren't as physically able as men. The fact that it is easily mitigated could be a positive, though - a woman can perform any task as ably as a man if she decides to.

Female Only Items
Some of the best items in the game are female equippable only. They grant amazing abilities like permanent buffs or resistance to almost all ailments. The fact is, these items are makeup, hair accessories, and handbags (actually the handbags kind of suck as weapons, but that's not the point). While not specifically detrimental to women's equality, I guess they are pretty heteronormative.

Agrias Oaks/Melidoul
Two of the game's best fighters are females. One is the captain of the royal guard, entrusted with the safety of the princess, the other is one of the knights templar who defects from the enemy ranks when she sees the truth. However, the unarguably best character in the game is male and has everything in both of their skillsets. But since you can bring several characters into battle, there's a good chance the party you take to the final battle will contain more females than males (due in part to a female guest who aids you).

Dancer/Bard
Only women can be dancers, only men can be bards. These classes are of dubious use on their own, but women gain access to Move +3 and Fly, two of the best movement abilities in the game (this is somewhat mitigated in the PSP re-release, which added a class with Move +3). Dancer is the only class that really qualifies as "showing some skin" - all of the other female sprites are adequately covered.