To be honest, the PMD series (Gates to Infinity especially) don't conform with the normally listed genders of legendary Pokemon. Virizion is referred to as "Lady Virizion", while Keldeo is highly suggested to be male and Victini is referred to as he. Also, Meloetta is supposedly genderless, but in the anime she's depicted as female in both her forms.
If you really want to give this some form of Freudian analysis, Meloetta could have multiple personality disorder, or is simply two genders simultaneously. Human concepts of gender are rather limited and narrow, and Meloetta can be what s/he wants to be.
It's a life choice.