I think female and male have total different MFCC feature for same word such as "one", but why the MFCC could be used for isolated word recognition which use the same HMM model for the same word without any consideration of gender?
Not only do female and male speakers produce different MFCCs, but each speaker will produce quite different MFCCs for the same word, depending on pitch, vocal tract, accent, and many more factors. The important thing is not that MFCCs be independent of gender or any other feature, but that the trained models are independent of that feature. And that is a matter of the training process. I.e., if you use a large number of female and male speakers to train the models, then you will end up with a gender independent model.
The main difference between men and women voices is the fundamental frequency (f0). However what allows you to perceive a given phoneme is distinct of fundamental frequency. In vowels, for example, the formant frequencies can be very important to distinguish between different sounds. MFCCs, due to the use of filter banks, are used to capture the energy in certain frequency ranges (which introduces some "flexibility" for specific frequency values). If you apply HMM on top of this, which have statistical base, and have sufficient data for training, you will have a quite powerful model even if some frequencies can show slight variations.