10 seconds on Wikipedia would have answered your question by the way. https://en.m.wikipedia.org/wiki/French_mother_sauces
The reason is that “sauce” is feminine in French. Une sauce. C’est tout.
You want to talk about pointlessly gendered, as a French native I agree that the French language, as most other Romance languages, Slavic languages and several Germanic ones, are all pointlessly gendered. I am envious of English natives that don’t have to deal with knowing that a chair is feminine but a stool is masculine, a bank is feminine but a shop is masculine. Or that a book is masculine in French but feminine in Russian, and it’s the other way around for the unknown gender of a domesticated animal!!!
Still I would invite you to learn more languages.
Though personally it seems a silly thing to get hung up on. I'd be more worried about the fact that for many the archetypical professional cook/chef is a man, and in fact men make up something like 75% of those who choose such a career, when it's abundantly clear that there are zero biological advantages to being male as a chef.