Because that's not what this game is about.
The word you're looking for is transgender.
They're not transgender at all. These aren't male characters who believe themselves to be women, or vice versa. It's a fantasy world where a very sizable number of people are simply born like this, where that's just a valid and common additional biological possibility
* and all such individuals so far feel perfectly comfortable with their bodies in that respect.
I think it's very reductive to see a fantasy setting, inherently capable of exploring things that do not exist in our world, and instead of engaging with it as-is, insist on pigeonholing it as something tangentially related in the real world. It'd be like me insisting Puca is African-American even though there's no Africa or America in this fantasy world, simply because her complexion is darker. It's just not related.
*intersex conditions exist in our world, but they are exceedingly rare, let alone the intersex condition where someone would appear exactly like a biological woman but with a fully functioning member. They also occur due to defects and frequently accompany serious health issues. Unless Majalis decides to take an especially dark turn in the background/lore of the setting, it's not comparable.