Actualy, I believe that's not the case with Colosseum. See, apparently the game is programmed so that both Umbreon and Espeon are always male - never female. That's applied to my Colo games. Ask Nintendo/Genius Sorinity why that's the case (although maybe they just didn't want us to have female ones as well so we couldn't breed Eevees without a Ditto, and hence need FR/LG to do so. How scheming of them).
Although as you say 'I never get a male umbreon and a female espeon'... :/ I take it that means that you've never gotton that combination then. You should always have them both as male, as far as I know.
Serebii.net agrees as well, btw:
https://www.serebii.net/colosseum/pokemon.shtml
At the top are Umbreon and Espeon, who are listed to having a Gender chance of '100% male, 0% female'.
So that is probably why. Could be wrong, but there are sources backing it up and all...