Consider that the most significant gender seperation is, quite simply, due to . . . particular . . . organs, and their part in reproduction. Shadowlings don't have organs, so the idea of gender is more or less meaningless. We know the do have genders, due to the queen killing all the shadowling females. Thus, Lala is actually male. But we don't know enough about them to be sure if it is a gender thing, and what differences gender actually make to them.
Mutation is an interesting possibility.