XGBoost Feature importance - Gain and Cover are high but Frequency is low
I just want to know why it's not considered an important feature based on the frequency metric.


Most likely, the variable gender has much smaller number of possible values (often only two: male/female or 0/1, depending on the representation) compared to other predictors in your dataset. 

If gender is just binary in your case, it means that it can be used at most once in each tree, while, let say, age might appear much more often on different levels of the trees.