From a Game F.A.Q.s guide trying to make sense of it:
[Female]
These are monsters that fuse with Stone Ogre Grotto to become Mystical Sand.
Notes:
- Performance of Sword, Spirit of the Harp and Spirit of the Winds are not
female, even though they can be equipped with Cyber Shield and certainly look
female.
- Mystical Sand, Empress Judge and Cosmo Queen can be
considered female, as they can be equipped with Cyber Shield and look female,
but they don't participate in any fusions as females because their attack level
is too high.
- every female and every monster that can be equipped with Cyber Shield can be
equipped with Electro-whip, but there are dozens of monsters that can be
equipped with Electro-whip that aren't female and can't be equipped with
Cyber Shield
- all females can be equipped with Malevolent Nuzzler