Not true. There were both male and female Navy officers; it's just that women often made the best pilots. (The Tours, the ship Rico was assigned to as a third lieutenant, had 8 women and 7 men as its Naval officers.) In fact, it's also stated that a Sky Marshal must have previously commanded both a regiment and a capital ship.
True, there are no women in the Mobile Infantry, but should that be surprising in a service where over 90% of the men who enter training ultimately fall by the wayside? (In Rico's training regiment, 187 ultimately graduated out of 2009 when it was formed.)