Although this was a period in which gender roles were changing, these changes are not explicitly reflected in the poem. Part of the reason may be that the social setting of "Prufrock" is that of an upper middle class society in which the women did not work. It is a social circle defined by money and culture, and extravagant parties in which:
In the room the women come and go
Talking of Michelangelo.
Prufrock's indecisiveness reflects the uncertainty of modernity in which there are no longer fixed truths or stable social structures, and thus one could argue that the instability of social relations was a form of gender role change, but Eliot is not Shaw or a "new woman " novelist looking at new gender roles per se, but instead looking at how modernity affects the individual and literature.