In cattle,
@Southern by choice , is basically right. A male and female twin will cause the female to be sterile about 90% of the time. There are different thoughts as to why, but the one I most often hear, and have no reason not to believe, is that the male embryo actually starts to develop a little faster, causing male hormones to suppress the female developing embryo. This often causes the female to have incompletely formed reproductive tracts. Sometimes missing a uterus, part of the fallopian tubes, part of the vagina, missing ovaries, some pieces not completely formed or missing completely. I also am of the belief that it occurs much more often when there are 2 eggs released and fertilized by the semen in the same horn. If eggs are released from both ovaries, and the placentas do not actually embed in the uterus in the same area, they seem to be more likely to have a chance to be good. Sometimes this can be seen with ultrasound, as to where the embryos are located in the uterus. Often the female will not be as good a milker as she would normally be if a single.... but that has never been studied enough to be proven.
I test for one dairy that has an amazing number of twins (m/f) where the females have been perfectly functional. They are currently milking 3 "free martins" (which of course they are not really free martins), right now. But nearly all the dairies that have a set of mixed twins will just sell both as it is not worth raising up a female that will very likely be "useless". We do not keep any "free martin" twin heifers in our beef cows when born. They are sold as feeders.
You do not see that in pretty much any other mammal that I am aware of. Sheep & goats have multiple mixed sets of offspring with few problems. Hogs have multiple pigs of both sexes. Even horses that have twins, while not that common, and definitely not preferred, that have a mixed set, they both are usually fertile. Dogs, cat, mice, guinea pigs, rabbits, you name it, that have "litters" of babies do not seem to have this "problem".