In my native Cantonese (and this probably applies to a lesser extent to Mandarin as well), pronouns are inherently non-gendered, and when we speak in English we tend to randomly pick one (he/she) and thus occasionally get the gender wrong.

That said I think there are "levels" to so called "mental translation" -- I don't think I consciously mentally translate anything at all, but I guess sometimes the neural pathways or whatever are kinda repurposed/re-used even if there are some differences between languages.