I am quite enthusiastic about the game (enjoyed Origins and I do love ancient Greece as a setting, which is at the same time very underused in RPGs), but I do not like that Alexios and Cassandra play through the same story. It's actually moronic, there were no female mercenaries in the era.
However, despite the patriarchal society of ancient Hellenic world, there were women, who could be independent, travel and have adventures. For example poets like Sappho, famous musicians, priestesses.
I think it would be cool if the story of a mercenary Alexios would actually differ a lot from the story of Cassandra. He would use more brute strength, she would have to engage in subterfuge and only use force when absolutely necessary. They could have different encounters, different ways to solve quests and influence the events. That would be great.
But it's cheaper and less creative to just make Alexios and Cassandra mirror images with different genders. I guess Ubisoft decided not to put too much effort into this. IMO, a lost chance.