Seriously, they seen the entire series so far and they still make that mistake. Considering he is voiced by a female in both the Japanese and English dub in both the original and the 2011 remake it's understandable to make that mistake.

This picture is the best example since this is not a girl but a little boy that dresses like a girl to keep the female demon inside of him happy. Also, she randomly takes command of his body, while the other characters change to using proper pronouns just as fast. This can be quite jarring for new viewers that just happen to stumble upon this part of the story.

Truthfully, I would love for him to treat it like plot twists. Instead, he treats it as if you should've realized the second the character showed. Another character, for example, is never revealed in the books or anime as a crossdresser, but rather the writer reveals it during an interview. Now yes there are clues in the book and shows, but do they build on it, no, it just oh this was a guy the whole time.

It got to the point where I legit thought the only way I could trust this character was a girl is if she was stupidly busty. AND there are like only two girls in the show that are like that. At least I hope they're girls.