Historically, 'he' has been more commonly used than 'she' when referring to gender indeterminate individuals in English so it doesn't even necessarily imply any gender assumption.

If you are talking about a hypothetical or gender-unknown person, using "he" will make it much more likely that people will imagine this person as male. How it's historically been used, and even how it's conventionally used now, are irrelevant if we're talking about its actual cognitive effects.

(For what it's worth, I think this is the best exposition of sexist language I've read. It's fascinating (yet not all that surprising) how some commonplace linguistic patterns become immediately and intuitively appalling to most people if they are simply applied to a different personal attribute.)