Early detection and diagnosis of pathology are essential for efficient treatment and therapeutic interventions. The emergence of Artificial Intelligence (AI) and deep machine learning techniques have demonstrated the promising capability of brain imaging data to predict various pathological diseases. However, plenty of diseases have unbalanced distribution across different sexes. Furthermore, the impact of sex-specific patterns and biomarkers in predicting diseases has remained unexplored as a fundamental subject matter to inform the treatment paradigms. This paper underscored the generalization and transferability of sex-related patterns in functional data, specifically Electroencephalogram (EEG) signals through Artificial Neural Networks. The training process was carried out on a broad spectrum of EEG recordings involving participants ranging from 221 to 12,000, spanning healthy and pathological subjects—our evaluation benefits from datasets with varied sources and participant groups featuring different distribution shifts. While the artificial models exhibit accurate sex detection on datasets without fine-tuning, performance diminishes with significant distribution shifts. Additionally, we investigated the relationship between sex and pathology by visualizing important features for target detection in distinct subgroups. This revealed unprecedented insights into the negligible role of sex-specific patterns on pathology detection, notwithstanding the salient and consistent patterns within sex groups.