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It is a male, only males have the facial tufts. Apparently, many Pneumia males have a large hair tuft in their face; in P. nubila it is placed on an enlarged frontofacial protuberance. A similar, but smaller structure is present in P. trivialis. It is probably some sexual thing - psychodids use a combination of visual displays and pheromones in their courtship.
I am fairly confident about the ID - the only species it can be confused with is P. trivialis, which is much less brown and much more grey. Still, I can't be 100% sure without a specimen...