Good point.i disagree. when roxas talked to xion and xion revealed her face as sora, i found out that her robe changed into that of the boys (if you look carefully, male's organization robe is slightly different from females, like females use heel shoes, while males use something like boots). so we can't say she was still physically female when she turned into sora.
SHE CAN SWITCH. :'D Fun for everyone!
But going seriously, -snort- how about she's been female this whole time, but since shit was happening with Sora, as the game says, she's slowly turning more and more into him.
So one day she woke up with a penis. That's when she went crazy.
OR
just go with what *TwilightNight* has been saying and say she's genderless (which is no fun you party pooper. ): ) as she DOES keep changing forms. She appears as Ven to Xigbar and when she had that nightmare, (that WAS her right?) she was Roxas, Riku, Sora and herself.