They're probably associating whatever form it was attached to in the game to its character. It's sort of like the Cloud of Darkness from Final Fantasy 3. It looks like a female body and such, but really it's just more or less darkness amassed in a tangible, physical form. The Cloud of Darkness really has no gender, as it represents the entity of darkness. It could easily take another form if it wanted....but it never does!
If this is the one and only game this entity Geno has been in, then they're associating the one and only form they've seen to the entity itself, rather than thinking of alternatives.
If this is the one and only game this entity Geno has been in, then they're associating the one and only form they've seen to the entity itself, rather than thinking of alternatives.