Well, sure, his attraction seems limited to women, and between his behavior (averaged over all authors from his inception till his current zombification) and what we've been shown about his culture over the years, martians certainly seem to have some form of relatively fixed gender identity. But there's really no reason to think that corresponds to a fixed body identity in his species. When they're in their normal conehead forms there's no visible sexual dimorphism, and J'onn seems equally likely to dress up as a female human as he does a male one, even in those decade-long take-a-dead-person's-life research stints of his. If his sense of himself as male carried over into his human physical traits you'd expect him to avoid long-term female masquerades... Plus we know nothing about martian sex, which if it's anything other than Tab A Slot B style, means J'onn's already doing weird abnormal-for-him shit with his tackle to suit his mate when he dates someone like Scorch.
Though, yes, in fairness, a lot of that hadn't been written yet - this stuff was written a little prior Ostrander's MANHUNTER series, so there wasn't much to contradict the default "he's a straight cis white Christian human male with a thin green veneer" take he'd inherited from the Silver Age.
(Oh, and on re-reading, the queen is actually a hermaphrodite, hence her queenly status - J'onn freaks out and bails on the consummation ceremony at the sight of teal peen. Which brings all those questions even more starkly into the light - not just the "how similar is martian sex" question, but the much more direct real-world issue of "what constitutes gender;" obviously the queen is female if she thinks of herself as female, but what does that mean for a potential mate whose gender attraction is more rigid, et cetera. Which is a huge issue in queer culture in my experience and frankly it's just as well PAD left it alone, given his handling of Andy over in SUPERGIRL.)