the twelve city states

[MrThinker]

But.. in the cutscene, Alisaie muse about Bahamuth not caring and mixing up the genders (iirc)

Yes, in English. In Japanese, I believe they simply were surprised that Nael was a girl the whole time, rather than conjuring any theories about Bahamut doing some aetherial stuff. Lineage says it was miscommunication between writers and art team, but I remember it being between the writers and the localisation team.