Because those people can't tell that it's a girl, despite the OBVIOUS signs: Pink skin, red ribbon, the fact that she winks at pretty much all guys they meet. In short, the people who argue it's a he are idiots. X3
Hawl Tygar gave you the right anwser. And I'll just repeat it. She was introduced as a male that wanted to be a girl but Nintendo of america rectons that hard in every appearance she's in. However there are some slips that refer to her as a male. As for my rendition, just take it however it pleases you.