to be fair, he did mention about playing as a female character in other MMOs during the sword art offline special though maybe not directly. in fact a fantasy of asuna's is to one day be the prince that saves the princes (kirito).
Listen, Asuna. I want you to listen for just a bit...Starting now, he's no longer Onii-chan. I have to call him "Onee-chan".Don't worry...I understand.