You see, this is all the Americans' fault. XD
When Red & Blue came out, Pokemon didn't have genders aside from the Nidoran family. And in fact the Japanese name for Mr. Mime is in no way gender-specific. So the American translators randomly stuck a "Mr." in the name.
But once Gold & Silver came out with gendered Pokemon, all those Americans were sitting there with their heads on their desks. XDD they screwed up a bit there, eh?
This is also why I doubt a "Mrs. Mime" will ever come to be. Pokemon games are made by the Japanese, and I doubt they'll do something like that to appease American gamers. After all, it was Americans who created the problem to begin with.