As director Hajime Tabata explains: "Speaking honestly, an all-male party feels almost more approachable for players. Even the presence of one female in the group will change their behavior, so that they'll act differently. So to give the most natural feeling, to make them feel sincere and honest, having them all the same gender made sense in that way."
The implication that girls automatically bring lies and falsehood is a pretty Old Testament view for a Japanese fantasy series. Guys don't behave honestly around women? That's only true for idiot children and asshole adults. Though if you've ever played Final Fantasy you'll understand their cootiephobia. Most FF protagonists will attack 10 dragons any day but romantically approach the opposite sex like they were made of antimatter.
Which isn't to say there aren't women. In the background. The mechanic Cindy shows that Hajime has no problem with women working on heavy machinery in swimwear. She is so ridiculously underdressed even Final Fantasy fans complained, which is saying a lot since modern video game characters could use a belt catalog as an entire wardrobe.
Or maybe she's just 15-feet-tall, in regular clothes, and about to crush his head.