I'm really not sure about this one but i kinda want to believe that since changelings have always look kinda similar in terms of physical appearance, have always had one single purpose as a swarm, they have no real social gender differences or roles, even post reformation they are all different but sex difference wasn't part of that equation, then they might be a non-binary society.
What i mean is that gender with them (maybe even sex) is not as well defined and the vast majority of them do follow this vagueness in every sense (voice, height, color (though in the latest episodes they kinda want to make them be differentiated by blue and pink to imply gender, which.. is kinda not cool but whatever)) you can't say that horn differences or neck crystals are the defining characteristics for identifying their sex when you suddenly get contradicted by the show and have to start over. That doesn't mean that all of them follow this rule though since there are some characters that are a bit more clear on what gender/sex they are like Pharynx, Thorax, Ocellus and Chryssi of course. but as a whole theres far more that could be anything or nothing at all (sexless). And well, we have the whole color identity issues scene, and Ocellus identity issues too when she wanted advice from Starlight. So i will assume that Ocellus is having this thing because she is spending more time in a binary based society and kinda wants to find herself on it.
and well, they are insects too, so wouldn't you know that bees can change their sex according to what's needed. Of course this is when they are developing but changelings could have that later in their lives if needed to perform a certain task that involves their sex change or gender change.
It's cool. I want to believe that.
but what do you think?
also, now that i think about it, if they had any gender or sexual taboos it would be counter productive to their deceptive abilities.