Yes, but then you end up in a morally fraught territory where someone can claim that you ended up rejecting the loan because someone is a woman or gay or whatev

Yes, but then you end up in a morally fraught territory where someone can claim that you ended up rejecting the loan because someone is a woman or gay or whatever. If those factors _directly_ aren't a consideration, your position is a lot more defensible. Story time: Google ad serving system used to think (and probably still does) that if someone is interested in engineering topics per their browsing patterns, they're a male, much to the consternation of female Google engineers. If gender wasn't a feature in the system at all (an unrealistic proposition in an ad targeting system), this problem would not arise as there would be no way for a system to determine if someone is male or female due to the absence of the corresponding feature, and therefore descriptive vocabulary. More defensible, at least, if not "fair".