Hey there! is the KAM_SEX value showing up inside the /var/log/exim_mainlog or /var/log/maillog on the machine, or are you seeing that somewhere else? If you are able to find the entry in the maillog file, that may give you more details.
It's also possible there are things that can't easily be seen in the message, such as a tracking pixel or other device, that is triggering the filter. You can try and view the raw HTML of the message to see if there is anything odd shown in the code itself.