Yeah... every criminal the X-men intercept in this entire series is a man, with the exception of Mystique (and later, Wanda), so I fail to see why this episode should spark the sexism woes when regarding that issue.
However, I do agree that the treatment of the female characters, and Scott's cluelessness was a little skewed for the sake of this episodes storyline. In this series, female characters have been handled with dignity, and they've been treated with respect and equality by everyone in the rest of the series (well, ok, Duncan's behavior was pretty on point). The issue of gender hasn't even been mentioned before this episode, and I don't think it's mentioned after. In the end, I liked this episode as much as I liked any other. It was a "message" episode, so you just need to take it for what it's worth.
Meanwhile, how do the sirens make the news, but the X-men not? I think there've only been two isolated news reports (so far): once for Scott shooting a car out of the way with his eye-blasts, and once when Mr. McCoy turned into the beast. Seems a little strange, hehe.