After various search I found out that the solution was quite easy: it's enough to use the query method

->query(function (Builder $query, array $data) {
                        if (blank($data['value'])) {
                            return $query;
                        }
                        return $query->whereHas('player', function (Builder $query) use ($data) {
                            $query->where('sex', $data['value']);
                        });
                    })