Board Thread:Lore Discussion/@comment-29559990-20140204211309/@comment-16644430-20140205080321

The thing is Daedra have no inherent gender they just appear as whatever their preference is at the time, which for most of the princes is consistingly one gender but it makes sense for Boethiah given sphere and personality to want to keep that aspect mysterious.

I doubt he would ever appear in a genderless form, instead he would appear in a feminine or masculine form depending on his goals with the given plot. If you wanted to divorce him from the "he" pronoun I suppose you could refer to him as "it", which would also fit with his rather alien personality.