It's simple. Mr. Mime's name only has a pronoun in English and French. In Japanese, its name is "Barrierd", not "Mr. Barrierd" or "Lord Barrierd" or "King Barrierd" or anything else that would suggest it being a male-only species.
Don't get me wrong, it can be really funny, but it also makes you cry. I.E., the endings of the following episodes: Jurassic Bark, Leela's Homeworld, Lethal Inspection, The Devil's Hands are Idle Playthings, Love and Rocket, Time Keeps on Slippin', and so many more.
