Well yes and no as some Legendary Pokémon do have genders, while others seem to posses masculine or feminine characteristics, while others are just genderless.
First of all let's start with Legendary Pokémon who are confirmed to be Male or Female.
Legendary Pokémon who are Male:
Latios 
Heatran
(50%)
Tornadus

Thundurus

Landorus

Lengendary Pokémon who are Female:
Latias 
Cresselia 
Heatran
(50%)
Here is a list of Legendary Pokémon who are confirmed to be Genderless:
Articuno 
Zapdos 
Moltres 
Mewtwo 
Mew 
Raikou 
Entei 
Suicune 
Lugia 
Ho-Oh 
Celebi 
Regirock 
Regice 
Registeel 
Kyogre 
Groudon 
Rayquaza 
Jirachi 
Deoxys

Uxie 
Mesprit 
Azelf 
Dialga 
Palkia 
Regigigas 
Giratina 
Manaphy 
Darkrai 
Shaymin

Arceus 
Victini 
Cobalion 
Terrakion 
Virizion 
Reshiram 
Zekrom 
Kyurem

Keldeo

Meloetta

Genesect 
Xerneas

Yveltal 
Zygarde 
Diancie 
Despite all these Pokémon supposedly being genderless many have masculine or feminine characteristics for example I would class Arceus as a male even though it's genderless because of it's name origon:
>Arceus may be a combination of arch (referring to the highest point), archon (a Greek word that means "ruler" or "lord"), arcanus (Latin for secret/sacred mystery), archaic (ancient), αρχή arkhē (Greek for beginning), or archetypus (Latin for original), and deus (Latin for god). It may also derive from aureus (golden, in reference to its hooves and wheel), arc (round or ring), or Archeus (an aspect of the astral plane), as well as Zeus (Greek ruler of the Gods, fitting Arceus' deity motif).
The above describes Arceus as a God, a God is often conceived as the Supreme Being, it also describes Arceus as a lord which is a formal title used to address males but also can signify someone with power, control or authority over others. It's name origin may also be based on Zeus who is the father of the Gods in Ancient Greek Religion.
In my personal opinion I'd say most Legendary Pokémon were made genderless so it was perfectly clear you couldn't breed them in the games. Despite this there have been several baby Pokémon eggs in the games such as the Articuno, Zapdos and Moltres eggs in Pokémon Snap and the Manaphy eggs in Pokemon Battle Revolution, Pokémon Ranger, Pokémon Ranger: Shadows of Almia and Pokémon Ranger: Guardian Signs. There have also been baby genderless Legendary Pokémon in the Anime such as Silver, the baby Lugia in EP220. In the episode Silver had wandered away from its parent which you could speculate that it was it's mother. Despite being genderless and being unable to breed because they are in the undiscovered egg group they must of bred someway to keep the species alive and be able to get eggs.
I would say it is logical that some genderless Legendary Pokémon have been designed to look Male or Female but unless you can give evidence it's just your personal opinion. As in my personal opinion Reshiram and Palkia seem more like Males than Females as you suggested but that's just in my opinion and anyway their confirmed genderless.
Also if Mew is the ancestor of all Pokémon why is it genderless and in the undiscovered egg group? (Well obviously so you can't breed it in the games but...)