I would also be inclined to take the young male.
I have a few reasons for this. First, a male/female mix is usually safer than female/female. I know some friends who had an older female, and they took her to meet another female they wanted to adopt. The dogs got along great at the shelter! They got along great at home... At first. About a month in, the dogs started to have major fights, and now the dogs have to be separate at all times. This doesn't always happen, but it's more likely.
Also, I think it'll be easier for you in the long run to get a dog that is already socialized. Taking on a rescue is a risk, as you don't usually know the history or parents, and if you already know that the older female doesn't have much training or experience, it might be slightly easier taking the already pretty well socialized puppy. I feel as though you're more likely to have less surprise behavioral issues that way.
My male puppy was also extremely affectionate, so I haven't noticed any major difference in sexes and affection. I think it's more about each dog, personally.
Either way, thanks for looking into a rescue! There are some great dogs out there that need homes. Good luck, and we would love to see pictures when you make a decision!
Forrest 9/1/2016 - 5/14/2017 RIP