Lolwut, what kind of an argument is that? Surely you understand that when 99 out of 100 times "nee-san" would refer to a woman, it's not strange to assume someone is talking about a woman when your only context clues are the name "Erza" and people referring to her as "nee-san"?My man, there's a subculture of gay men who call themselves "nee-san" so asuming gender is even more confusing.
Of course your assumption can be wrong, but that doesn't mean that it wasn't a fair assumption given the context. People make these kind of assumptions all the time in every day speech.
If a story has an off screen character called Takeshi, you also wouldn't bat an eye when the English translation would just use male pronouns just to make the lines sound more natural. You wouldn't have made this argument had a "regular" woman appeared, so the assumption was valid but may be wrong (depending on the character's own preferences).