While there is nothing wrong with the concept of genderless pokemon, their presentation is more often than not rather confusing. For one thing, the fact that they can breed with Ditto but not with themselves is rather stupid in my opinion. What, if they don't find a Ditto they go extinct? The second thing is legendaries, which are genderless for no physically justified reason for the most part. So what, Moltres can't reproduce normally but Heatran can? I suppose there is nothing inherently wrong with it, but there isn't anything sensible about it either.
I think the reason Moltres is genderless is because it's one of a kind. Heatran isn't, since there is one for each volcano.