Yuki is actually female-to-male, not male-to-female.
Yuki's just so feminine that everyone thinks it's the other way around. Masculinity and femininity have very little to do with gender identity, after all.
Yuki is a girl with a warped sense of gender identity who likes the idea of having certain
people believe that she is really a crossdressing boy as she thinks traps
are just so awesome and as a bonus, it also protects her virtue by keeping certain
people confused about her.
She is constantly switching between male and female because she likes to mess with Masato's head
Oozora figured out she's the Maa-kun Yuki initially fell in love with.
When Yuki explained the Maa-kun "she" liked rescued "her" like Oozora had just rescued Masato, Oozora (eventually) connected the dots. She must remember people calling her "Maa-kun" back when she acted and looked boyish.