My honest feelings is that, for us, it works because I am the INTJ and he is the ENFJ and not the other way around. Being male and being female can't be completely trumped by type, there is just too much going on biologically.
I know this is a general observance and of course mileage may vary depending on the people. I do have an ENFP best female friend, although I don't know if I reveal my inner feelings to her at all. She seems far more comfortable to come to me when she needs to hear....are you listening to the idiocy coming out of your mouth? Get in here, crazy. Everyone wants a person who won't judge and this is true of her.