I think it's a personality thing.
My kids are currently VERY close and get on very well - but they are only 3 and 4 so I don't know how long it will last.
I was very close to my brother probably till he finished uni - I've lost a bit of respect for him over the years because of the way he is living his life, and I wouldn't say we're close anymore, because whenever he spouts an opinion on anything I feel like "sort out your own life first mate, then comment on others..."
DH is close to both his sisters, but probably not as close as they are to eachother. That said, they also have vicious fights with each other, which he doesn't have with either.
My dad is closer to his sister than any of his 4 brothers, by a very long margin.
I don't think gender really plays a part at all.