I completely understand/feel why the combination with "あの" makes it sound rude. But I didn't know that 男の学生 in itself sounds unnatural. Thanks for the clarification.

I agree that (in English) you probably wouldn't use it in a regular conversation. But when I see "Male Student" (or 男の学生) I think of a statistic/graph/survey showing some kind of difference between male and female students with "Male Students" as a headline. Even in that case you wouldn't see it in Japanese?

It would be 「男子学生」 or 「男子大学生」 in the types of writings listed above.

「男の学生」 would rarely be used by itself to mean a "male student" except probably in very informal (or drunk) speech. Another exception would be when the speaker is much older than the student, and again it would be restricted to informal speech.