I’m late to the party! Man!..
In Russian translation Iluvatar is also male. And speaking of gender, I think the scene where Ainur take the visible form is like the moment of their birth as Valar, since they need to remain in the world, and we are all born with a gender (unless you are a fish or a snake… which Valar are not animals), which we did not choose, I was chosen before us and for us. So, I see no problem there.
That’s a very interesting question, Jitter, I was actually thinking that it’s not that uncommon. In the Bible Satan is exactly the fallen one, who dragged a few other (i think they were angels) beings to the dark side, and keeps creating problems in the world. This part is actually very similar to the story of the Bible, which a lot of the Silmarillion is, sometimes it amazes me. It’s covered up by all the events so well that it’s often hard to see the parallel, but when you do, it seems really grand.
By the way, Melkor often reminds of that sibling who is always jealous about what other siblings have or do, so he comes and breaks their toys :'D