In real life, sex murders often involve mutilation of the female sex organs. The killer, in his fear and hatred of women, tries to "de-sex" or neuter his victim by destroying her sexual organs. If the victim's gender identity is destroyed, she is no longer a woman in the killer's mind, thus no longer to be feared. American films usually don't show this, of course, due to the threat of the NC-17 rating and public outcry. Interestingly we see plenty of such depiction in Italian giallo films of the 70s.
The reverse (female killer mutilating male sex organs) could happen too. There was a famous American case in recent times in which an abused wife cut off his husband's penis. And there has been depiction of such acts in films too.