I was reminded of something after reading Carolyn's article on Persona 4 (which I completely disagree with as I do pretty much any article on Gamespot that I've read that Kevin or Danny didn't have anything to do with), why is it that any time a character in a video game dresses like the opposite gender does everyone usually believe them? I remember this happening in a few games but the best examples I can give now is with Nauto in Persona 4 and Marth in Fire Emblem Awakening. Even when I first started playing the games with no knowledge of plot or characters I at no point believed that Nauto or Marth were men, hell Marth doesn't even seem to try to hide the fact that she is a woman, she just inroduces herself as Marth while looking and sounding like a woman.

If they were revealed to be woman the reaction was just, oh, then that would make sense but your characters in these games are always like, wow I never expected that. Is it because I like Fantasy settings and I like to control armies of elves or play as an elf and I'm just used to being able to tell what feminine looking characters are actually men and I can do the same thing with women, or are the characters we play as just really stupid (which really shouldn't be the case for Yu in Persona or your strategist in FEA)?

Update:

Oddly enough just after writing this I started to play Hakuoki Demon of the Fleeting Blossom, where the main character is dressing like a boy to not draw attention to herself. It does fool most people but at least three so far haven't been dumb enough to think she is a guy, that's a lot better than most games.