Broken and Lost Ones
The Broken, those Draenei mutated by the corrupting fel energies that infest Outland, are pretty central to the storyline of the Burning Crusade, be they Akama's Ashtongue Deathsworn or the Kurenai of Nagrand and Zangarmarsh. But it's true. There's not a woman among them.
It seems like that Broken still reproduce. Corki, for example, seems too young to have been born before the destruction of Outland. At the same time, there are some female Draenei vendors in Telaar that I imagine might have been meant to to be female broken, if the models existed. We also know that there are female Broken in lore, as some of the official out of game lore supplements mention them -- the story "Unbroken," for example.
It's true. The insatiable armies of Kargath Bladefist do not appear to have many females among them. Running Blood Furnace is strictly a sausage-fest. This is actually probably, at least in part, due to cultural reasons. Females did not seem to have much status in the old Horde. For example, Blackhand the Destroyer, the old Warchief, refused to let his daughter Griselda drink Demon blood, in part because she was a weak woman.
Thrall's probably the first Warchief who's properly considered females as equals in some time, probably in part due to the influence of strong women in his life such as Jaina and Taretha. You can see this mentioned most clearly by Sergra Darkthorn, an Orc Shamaness at Crossroads. She specifically mentions that some men are uncomfortable with the authority Thrall's given her, but he has declared that women are equal in the new Horde.
So in that case, there may not technically be many fel Orc women at all. They've likely been regulated to breeding stock, and may have even been prevented from drinking the demon blood, were any of them desirous to do so. All the more reason for us to take them down, eh?
The Amani, the trolls lead by Zul'jin who continue to harass the Blood Elves in Eversong Woods and the Ghostlands, are another male-only club. In the end, it's probably safest to assume that they're patriarchal enough not to allow women to fight on the front lines. Of course, there are also Amani mobs called "Witches," which is generally a term reserved for females. It could be possible that they were meant to be females, but Blizzard ran out of time to create the models and instead stuck male skins on them.
These are the Blood Elves who have succumbed to their addiction and become hunched vampiric wretches. Be they on the Isle of Quel'danas or in Eversong Wood, they all do appear to be male. In this case, it is worth noting that it may simply be that all wretched look similar. There's a female Blood Elf researcher in Thousand Needles who temporarily turns into a wretched while testing a possible cure to the condition, and she looks like your standard male Wretched when she does.
Most Ethereals look more or less the same. The mage-types and leaders dress a bit more fancily, but the bandages seem to be wrapped in such a way to imply masculinity. Does that mean there's no female Ethereals? Possibly, but then again, there may not be any male Ethereals either.
Ethereals are actually probably closer to elementals than mammalian humanoids in biology and physiology. Being beings made mostly of energy and gas, they may not have a need for gender. In fact, I'd bet they reproduce asexually.
In that case, it could very well be that the gender they present themselves can be tailored to who they're interacting with. Perhaps when Matriarchal societies trade with the Consortium, they deal with Nexus-Princess Haramad.
The Technical reason and the future
In a lot of cases, the problem may not be that Blizzard forgot about the females, but that they decided that they did not have the time or resources to design a female model of the races. Thus, if we'll ever see female versions of all these races is up in the air. Blizzard doesn't go back to old content much, but maybe if the Broken ever burst back into the story in a big way, we'll finally get to see what their women look like. Until then, we'll be stuck imagining that all these races have female members.
It's worth noting that there may be some relief for the male syndrome in Wrath of the Lich King. There are female Taunka, and while both they and male Taunka look like normal Tauren thus far, it seems likely those are placeholder models that will be replaced come release.