That is true, however not all Pokémon are given male and female differences. Actually a lot of the first baby-lik evolutions were not given differences, not even the starters. However, it really doesn't bother me as the Notched Pichu is just supposed to be something special in the game.
As for the Pikachu Colored Pichu, yeah it is just a shiny.
But, if you think about it, Pichu has no female-male difference, though the rest of the line does, and, it makes sense that Notchy is the female difference, and Pika coloured Pichu isnt exclusive, considering that's a shiny Pichu.
Except the Notch Eared Pichu is exclusive seeing you can only get one. And the only reason why it is a femake alone is because well, the movie made it so. XD
I AM SO ANNOYED! Notched-Ear Pichu is a female, Pichu is the only one in the Pika line who doesent have a seprate female and male sprite! NOTCHY IS THE FEMALE SPRITE! It's really annoying me that everyone thinks she's exclusive!