Here's why it doesn't have a gender:
* "À" is a preposition and doesn't have a gender.
* "Le" is masculine, but it's part of the contraction, not an independent word.
Therefore, "Au" is considered a neutral form. It doesn't change its form based on the gender of the noun it precedes.
For example:
* Au jardin (to the garden) - "Jardin" is masculine.
* Au musée (to the museum) - "Musée" is masculine.
* Au cinéma (to the cinema) - "Cinéma" is masculine.
* Au restaurant (to the restaurant) - "Restaurant" is masculine.
* Au marché (to the market) - "Marché" is masculine.
* Au soleil (in the sun) - "Soleil" is masculine.
* Au bord de la mer (at the edge of the sea) - "Mer" is feminine.
As you can see, "Au" remains the same regardless of the gender of the noun it precedes.