MySQL GRUPO POR... QUE TIENE valores diferentes en el mismo campo

Usar

HAVING sum(ea.gender = 'female') > 0 
   AND sum(ea.gender = 'male') > 0

o

HAVING count(distinct ea.gender) = 2

Por cierto, debe usar una subconsulta para obtener todos los datos cuando agrupa.

SELECT * 
FROM events
where id in
(
    SELECT events.id 
    FROM events
    LEFT JOIN event_attendances ON (events.id = event_attendances.event_id)
    GROUP BY events.id
    HAVING count(distinct event_attendances.gender) = 2
)