[Furious Fuzzle]

Right... uhm... first of alle - sorry if anyone before has posted anything like this before me

The thing is -
Though there is no obious proof, I think there are a few things in the Strangers Wrath game that point towards the main character being female or... somehow different from the other steef in the game.

A few points:
1. The steef are horned like an angry mutated mountain goat with little or no sense of... uhm... hornicure... anerway, i'm aware that the Stranger might have had his/hers removed, BUT what about Sekto's horns. Sekto is also largely hornless, but though he is not VERY horny, he still has to pretty big stumps coming out of his forehead.
It seems to me that, though the stranger is also a lot hairier than Sekto, he/she would still have trouble hiding his/hers stumps.

2. "... He seems pretty scrawny for a steef..." is said by one of the little lizard thingies (sorry, don't 'member their name) after the "de-pantsing" sequence. Though i first regarded this as a simple joke, i later came to wonder: what if it isn't - what if the Stranger really IS scrawny for a steef, cuz he, is a she.
The lizard thingies seem clever enough to notice a difference in size, but stupid, naive and awestruck by the might of the steef race, NOT to know the difference between male and female.

3. This is even more speculation than the previous two points, but: I think the behaviour and situation of the Stranger seems different from the other steefs introduced in the game. Furthermore, this difference corresponds [in my humble opinion] to a masculine vs. feminine way of life:

Sekto:
Sekto sits in his mighty office surrounded by steef heads - presumably rivals or otherwise enemies. He is obviously a leader of the Sekto Springs Production Facility, and though the ending animation points toward Sekto being just a pawn in the larger scheme of Oddworld Industrialization, he MUST be responsible for his own position as a wealthy and powerful businessman.

Fitting Sekto into the role as a masculine archetype, I point to the fact that he has eradicated his enemies with extreme prejudice. He has prioritized earning money and acquiring power higher than... well... anything, probably including his values and love for the environment which gave him life. He has built and managed Sekto Springs as a centralized and top-down controlled facility - another typical male way of organizing a social or work structure, just look at the army.
All put together Sekto is just one hell of a masculine presence.

The Stranger:
Is less straightforward. (to ease the reading and writing of the following, the Stranger will be referred to as a "she") She is obviously a violent and fearsome creature, but we find out that she fights only to survive. Her home is the unspoiled nature in which she utilizes the life around her, in the form of "live ammo". Furthermore: she, unlike the steef's on the wall in Sekto's office, is alive.
To make the assumption that she is alive because she was less territorial and violent than most other steef's might not be that far fetched. Her role as a native creature kicking ass on behalf of nature, is undeniable and familiar to Oddworld gamers - but her role as a caretaker for both nature and the lizard thingies could be viewed as a matriarchal theme.
So adding the fact that she is alive, together with her fighting for survival instead of profit AND her role as a champion for nature and those without a strong leader adds up to form a matriarchal picture of her character and role in the game.

IMPORTANT DISCLAIMER:
I'm not making any definitive conclusions, i'm just raising the issue. I, personally would think it ROCKED massively if the creators of Strangers Wrath caved in and "admitted" to their main character being a rather masculine female.
My argument isn't bullet proof, and no final evidence is likely turn up by fans discussing it back and forth, but that doesn't mean we can't argue just for the heck of it.