When it comes to the flight itself, It won't matter much. Pick what you like, or pick what other ID you as on first sight. Airlines won't actually care.
Governments, agencies, and security will care. Some countries will care a little (the USA has a binary field but won't deny based on a mismatch), other countries will care a lot (think about the countries where being trans-gender is a capital offense).
Russia is a pretty conservative country, and they generally prefer that everyone fits in their box. So if they give you two choices M or F they expect you to choose one. Now the good news is once the paperwork is over people, in general, aren't going to care there more then anywhere else, but what's important for this question is getting though security and "immigration".
So, just make sure all your paperwork matches. Make sure your flight matches your passport (it can't), your entry visa, or other travel documents, specially those generated by Russia. Essentially the goal here is to have the gender field all be the same, whether it matches your friend's gender or not.
To save your friend some trouble, if they have dominant gender features then they should choose that gender. Remember that the security guards and so on don't care; they only care about lining up discrepancies. Picking female with a full on beard is going to cause a "wait a minute" and picking male with a "full chest" is also going to cause a pause.
Again it's about making the papers match, not about the actual gender.