[[WMG: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.

[[WMG:Yuki is a [[RecursiveCrossdressing recursive crossdresser]].]]
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 ''[[WholesomeCrossdresser traps]]'' are just so awesome and as a bonus, it also protects her virtue by keeping ''certain'' people confused about her.

[[WMG:Yuki is a {{shapeshifter}}.]]
She is constantly switching between male and female because [[TheTrickster she likes to mess with Masato's head]].

[[WMG: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.