Even Better
Print just the Male's Height and Weight.
Again, why build a data set when you don't have to?

Title 'More efficient: Males only';
Proc Print Data=library.Survey12
               (KEEP= Gender Subj Height Weight);
     WHERE Gender = 'M';
     ID Subj;
     Var Height Weight;

Only the variables that are needed are brought into Proc Print (using KEEP=).
Only the observations that are needed are brought into Proc Print (using WHERE).
Only the variables of interest are printed (using the VAR statement).