Ok, i’m gonna try to explain this as simply as I can(apologies in advance if I screw up any gender terminology):
In the world of the show, Gems are an alien species that don’t have a gender binary. They are all the same. (This is very common in fiction. Think of alien species like the Namekians in Dragon Ball.)
Steven on the other hand was created by mixing human and gem DNA so he’s a completely new kind of being. He is the only gem to be born thru biological reproductive means(Rose shapeshifted a womb for him to be born from). In Earth terms, he identifies as male so the Crystal Gems have no problem using he/him pronouns with him. (Jasper, who has no concept of this, refers to Steven as if he is Rose)
This is similar to how all Smurfs were “male” before Smurfette was created by Gargamel.
That said, Gems have the ability to take on gendered forms if they choose to. You’ve seen Amethyst do this.
