This is Ash's Numelgon.

She is female like all Numelgon. She is extremely feminine like all Numelgon, and everyone portrays her and her whole species as a female. Nobody can even bare the sight of a male one if it ever existed.

It's all for the best really. If she was confused about her gender, everyone would be raging. Thankfully the director is based, and isn't a total fucking idiot. He sees Numelgon as a female, so he's interpreted this into the anime. It's a great idea really.