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The original reason was simply that there weren't a lot of superheroines; they were Distaff Counterparts, often spawned as sidekicks, and gender roles dictated a male sidekick was still better off than a female Superhero. Another is that a Sidekick was an audience surrogate, so the mentor had to be someone the (male) audience would aspire to (despite the fact that a slight majority of the population of most countries is female). This meant that both were male.
When female heroes became en vogue, a new problem arose. Many of them did, in fact, have male "sidekicks", even if the term wasn't used, but they were often love interests, filled with UST. That was fine, except the traditional sidekick is younger than The Cape. This would probably put the Media Watchdogs in a knot. Although the fandom itself may not have minded so much, decades of tongue-in-cheek humor regarding exactly what goes on in a Sidekick/Hero dynamic has made most writers hesitant about invoking anything potentially sexual about it.
A modern reason (or at times, rationalization) is that designing completely original female superheroes makes for diversity and theoretically attract female readers, who are more accepting of non-action guys. It seems a step back to limit that diversity by including a male sidekick, and once again, the sidekick should be female to be a good audience surrogate. There's also an implied thing where sidekicks are Legacy Characters in training -- Robin is going to (and, in fact, did) be Batman when Bruce Wayne is too old, Bucky could (and also, in fact, did) become Captain America if Steve Rogers isn't any more... and so on, and so forth. Looked at from that light, having sidekicks of the same gender as the main hero makes sense. Having a male character in training to become Wonder Woman probably wouldn't fly, after all. Naturally, the most common way around this without messing with the male character's age is to design the superheroine younger to begin with.
There is some degree of hypocrisy to this, as the one of the first recorded hero/kid sidekick pairs was the Clock (appearing in magazines published by the Comics Publishing Company/Centaur Publication in November 1936 and arguably the first superhero ever) and his not-quite-teenage girl live-in sidekick Butch (first appearing in Crack Comics #21 in 1942 and staying on to the end of his run). The dynamics that prevented superheroines from having male sidekicks didn't seem to apply to men with underage girl sidekicks.
- Averted by Golden Age superheroine Lady Luck, who had Peecolo. Peecolo (misspelled name notwithstanding) was a giant (seven-feet or so) Italian stereotype who was too stupid to be fooled by her disguise. There was no UST, Peecolo followed orders, and she even trained him in martial arts. This may be a unique case.
- Justice Society of America has Stargirl and her sidekick, S.T.R.I.P.E., who is also her stepfather.
- Power Boy of DC Comics seems to be an attempt to avert this trope, mimicking Power Girl's powers as well as her costume right down to the cleavage window. Since she's never even come close to acknowledging him as her sidekick - or even worked with him - in practice, he's not so much an aversion as a pretty good example of this trope.
- He was created as a Take That Us parody of overly gratuitous female costumes. Essentially, he was a "himbo".
- Black Cat of Harvey Comics averts this trope with her orphaned boy sidekick Black Kitten. The only difference from the standard sidekick acquisition process is that instead of adopting him herself, her father adopts him. She also has an adult male love interest.
- The movie version of Buffy the Vampire Slayer had Pike as a sidekick in a deliberate role-reversal. Pike was a bit older than Buffy -- she was 17, he was somewhere between 19 and 22.
- Averted by Kim Possible and her sidekick Ron Stoppable. Most of the implications responsible for this trope are avoided by making them the same age (and they do end up romantically involved).