The reason you don't see female Cynthia in the Legends trailer is because she is smart and tricking everyone by being in an undercover mission to infiltrate Arceus's place. This is actually still her under the clothes, but she can't tell you because of reasons, but you'll see she will prove you wrong by revealing herself later when confronting Arceus in real life canon. If you think about it, it all makes sense when you use logic.