I kind of like the idea.
For a breeder who really wants a filly out of a mare, to retain as a broodmare after that mare retires, I like the idea as a guarantee that the resulting foal will be at least partly what the breeder wants - a filly. Especially if said mare has a tendency to want to throw colts. Or a breeder who's trying to breed their next stallion, they can guarantee they get a colt.
Or, a small-time hobby breeder who wants one foal out of their mare, but doesn't want a particular sex of foal. My mother, for example, if the cost was not prohibitive, would get semen that would guarantee her a colt. She doesn't like mares and only ever breeds for a horse for her personally, so she would be happier if she ended up with a colt [to geld]. I personally like mares, they seem to tend to try harder than geldings, and I'm not experienced enough yet to have a stallion - stallions tend to try hardest of all under saddle and have the most incredible presence - so given the choice, ideally, I would want a filly. But I'm not that picky, I have a gelding I absolutely adore - it's just that IME geldings tend to put in the minimum required effort, whereas mares tend to want to put more energy into what they're asked to do.
My current mare, well, filly really, is a horse that combines an incredible work ethic, a lot of natural athleticism, and a real joy for living. It makes her a pleasure to work with. She's really a joy to train. From her eventual foal, when she's old enough and has proven herself under saddle [going a long way towards that already... she's lightly broke but proves her intelligence with every ride], I want the same traits. Colt [ahem.. gelding] or filly. If I'm being extremely particular, yes, I want another filly, to continue the bloodline. I would pay extra, within reason, to guarantee getting a filly [and while we're at it, I want a chestnut foal... simple way to guarantee THAT is to breed to one of the many spectacular chestnut stallions available]. This filly of mine is incredible. Best horse I've ever had. One of the best horses I've even had contact with, and that's saying something, given that I've had contact with GP dressage horses.