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I agree with Crimson Artist. When one has known people like Rita, Umbridge and Bellatrix, one wouldn't loosely speak about the female sex being more gentle and nurturing.

Dumbledore, Remus, Harry and many other men are shown to be very kind, considerate and caring in the HP world in contrast with Voldemort and Co and it is so with the real world too. One generally assumes things based upon one's experiences. Not only that, a very notable naturalist disagrees with the female + gentle theory. He said : The female of the species is deadlier than the male.

I assume you are referring to the same "notable naturalist" who wrote, "The White Man's Burden," about how it is the responsibility of the white race to educate and take care of all the brown savages.

Perhaps we ought to take his word with a grain of salt...
Women really
are less violent than men. That is a
fact. And it is a fact that is very closely related to the traditional gender roles: men hunt, women nest. So it makes perfect sense that unicorns would prefer females, since females have been traditionally less likely to hunt them down and kill them.
Nobody ever said women were "nicer" than men, nor did anybody say that it was impossible for a woman to be violent and cruel. Only that in general, as a species-wide rule, women are less violent, and more nurturing.
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No more insulting, I'm sure, than I find the entire male gender being stereotyped as violent and untrustworthy. In fact, I think it's rather biased to keep the border between the sexes, but throw out the relation between innocence and sexuality.
I don't see why you should be insulted by the biases of a wild animal. My younger cat, the little black one, doesn't like men. Particularly tall men. I assume it's because she was hurt or abused by a man when she was a stray kitten. How is this any different than the unicorns' bias? They're animals. They're not supposed to think rationally. Their thought process is, "Men have traditionally hurt us, and women have traditionally
not hurt us. Therefore, women are safe, men are bad." You can't expect unicorns to have complex thoughts like, "Well, given how modern society has affected traditional gender roles...etc., etc..."
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Unicorns' preference for (virgin) women has long been a generalization about how the female gender is much more kind/gentle than men. I think it's rather silly that Rowling keeps to that tradition, considering how "equal" women and men are usually displayed in her stories.
I don't know about women being kinder, but as I said before, I do say that they are less violent. So I don't find the "unicorns only come to women" thing insulting.
I
do find the "unicorns only come to
virgin women" insulting, since the implication is that any non-virgin woman is tainted and dirty. This is insulting because non-virgin men are not also regarded as tainted and dirty. Only women.
Linnea