The up side of using a gender-neutral name is that you aren't constantly being hassled and insulted because of your gender. Most people, in the absence of any gender identifiers, assume that you are male. Male is the default in our society, whether you're talking about internet users or t-shirts.
The benefits of a gender-neutral name aren't just hypothetical. I recently mentioned my gender ("outing myself," as it were) in a comment on Reddit. About 75% of the response to my comment was either positive or neutral. 25% was just horrifying.