Should I simply ignore it if authors assume that I'm male in their response to my review of their article?
As a reviewer, you are supposed to comment on academic value and scientific correctness of the manuscript.
As a woman, you feel unhappy about authors not guessing a correct pronoun for you and not using an appropriate gender-neutral pronoun.
It seems that the issue has nothing to do with the manuscript and hence you are not reacting with your reviewer hat on. You are considering your response based on your role as woman/feminist/activist — but not as a reviewer. You are not reviewing the paper, you are reviewing author's communicative behaviour.
As long as you make it clear that you are not commenting as as reviewer of a manuscript, I think you can make this remark to the editor.
I've found that some non-native English speakers use he for they, because that's how they'd do it in their mother tongue. Perhaps mention in your response (alongside any other language/style/etc.) issues:
Use they, rather than he, when the person's gender is unknown.
From chat:
Most native English speakers over a certain age were taught that the use of "they" to refer to a single person is incorrect (I continue to consider it incorrect).
Indeed, Strunk & White (The Elements of Style) write, "The use of he as a pronoun for nouns embracing both genders is a simple, practical convention rooted in the beginnings of the English language." They go on to add, "Currently, however, many writers find the use of the generic he or his to rename indefinite antecedents limiting or offensive."
But, "Singular they has become the pronoun of choice to replace he and she in cases where the gender of the antecedent – the word the pronoun refers to – is unknown, irrelevant, or nonbinary, or where gender needs to be concealed...that’s nothing new." The OED "traces singular they back to 1375, where it appears in the medieval romance William and the Werewolf."
See Wikipedia for a summary of guidance offered by style guides.
I don't know what an editor would think of it, but I think it's fine to mention your experience of receiving the review with the incorrect pronoun, as long as (like other answers have said) you allow for the possibility that it was a translation error etc. e.g.
...authors have addressed all issues...
PS. I appreciate this is a relatively minor issue, but as a female reviewer it felt awkward to be referred to as 'he' by the authors.
It may make more sense to do this if there is some action you would like the editor to take, e.g.
Would you consider issuing guidelines to authors and reviewers that they should not presume the gender of their colleagues?
I don't agree that as a reviewer/any other professional role you should have to ignore the discouraging effect that adds up from these interactions.