Yep. They’re Women.
The official WH40k canon says that the seed of the Emperor is that of a man and therefore reserved for men alone. Nice ditch you dug yourself there, guys… Playing with girls is the fashion now, you know?
So here comes science to the rescue! A small percentage of the population is born with a male genotype but due to a mutation in their testosterone receptors their body does not change from the initial female state of the foetus.
It means they have an XY chromosome pair but their body literally ignores this. Since testosterone can be metabolised to oestrogen, the body of these people develops outwardly female.
The usual complications like partial metamorphosis, developed testicles that still sit inside the body and such like, I have ignored for the sake of this narrative.
I know for a fact that I’m not the only one who has been longing for female Space Marines and so it is my pleasure to say to Jesse and all his comrades in desire: You’re welcome!