Can loose souls hide in males?
There is a reason why the runaway spirits hide in females. A runaway spirit can be reborn as the child of a female host. For this reason, essentially all runaway spirits have female hosts. As far as I know it has never been explicitly addressed whether a runaway spirit is capable of possessing a male host, but even if they could it wouldn't be of any benefit to them since the primary goal of the spirits is to be reincarnated.

This was explained in chapter 3 of the manga (before the Mio conquest), but at least according to @ShinobuOshino below in the comments, not in the anime. It does come up in some future arcs though (I'll avoid spoiling exactly when), so it may be mentioned later in the anime.