Haven't read the manga, but in the anime all the spies in D Agency are male. Wouldn't it be beneficial for certain missions to have a female spy?
Joker Game is set from 1937 and later. During this time, Japan was in its Imperial Era, where every male was required to serve in the Imperial Army. Many women were forced into gender roles that would not allow them to become soldiers in the war. You can read more about Japanese women's role in WWII here.
However, D-Agency is definitely under different leadership than the rest of the Imperial Army, as evidenced by most of the show. I think that despite their variance from then traditional ways in military leadership, Yuuki still was not at the point where he could employ a woman as a spy due to the conservative and rigid gender roles at the time. I do agree that for certain missions, a female spy would have been beneficial to D-Agency's goals, but I think the concept was too 'ahead of its time' for the late 1930s/early 1940s in Japan.