There is perhaps no canon answer to this, but we can infer some of the reasons for the preference to depict them all as men.
Firstly, The Strangers are depicted as a dying civilization, so it is interesting that they only inhabit men. Could it be that there are no females 'left', or that one of the reasons they are unable to procreate is that they are unable to inhabit a female form?
They are also designed to resemble Count Orlok, who is a predatory, ugly, parasitic looking and distinctively male looking presence. Perhaps female equivalents would draw away from this obvious association.
Additionally, they are all ostensibly part of the same Hive Mind, so are effectively a single organism. In support of the theories posited above, it is possible this organism is inherently male? As the Strangers are more powerful in number (their telekinetic powers seemingly amplified by proximity to each other), it's also possible that a certain uniformity is an aspect of this. After all, they do all look fairly similar.