1- no it's not ethical to do anything against someones wishes, male or female.
2- he should have gloves on, but if a male nurse is giving a bath, the genitals should be included.
3- would a female nurse think to ask the families permission prior to giving a bath to a man?
4- yes, my grandmother was taken care of by a male nurse. She spoke very highly of him.

Male or female, a nurse is a nurse.