In the episode Mother's Day, all robots had an antenna so she could reach them with a controller. But in "Bend Her", Bender's antenna was a sign of manhood and had to be removed for him to become a female robot.
When Bender/Coilette participated in the Olympics everyone could see Bender's antenna. If that is an indicator of his manhood, that should have been a tip-off to everyone that a male robot was competing in female competition.