Ok, I’ve sorted it out. It’s not a bug after all, but there is a typo in the documentation. Everything works if the restriction is (female = 0), but not with (female == 0). The documentation specifies “==” in the “var2 op val” line & below.
I see what you mean and I actually do think it's a bug. Years ago gretl switched from "=" to "==" as the required (or sometimes only preferred) equality testing operator, and this case apparently was overlooked or got broken afterwards.