I don't know where you are, but if your friend has been referred through the NHS, there may be female physios in another nearby hospital who could see her.
I've recently been referred to the physio at the hospital where I work, and have discovered that my GP has put in the referral that I requested a female physio (which I had not).
Your friend can, however, ask that a female health care worker (ie.nurse) may be present.
As a health care worker, I am absolutely sure that there would be no bad feeling about this. It is a patients right to feel comfortable and have their dignity maintained at all times!!!