There's a dream sequence where the Champion can make her a full female. It requires high corruption and reads like a rape scene, which pretty much tells you everything you need to know.
As I mentioned in some other topic, from a development perspective the more you can change about Companions, the more pressure that puts on all the writers to account for it. Brint/Brienne is already going to be a lot to keep track of and they were built around the concept. I think adding that to any other companions would just multiply complexity.
Ryn's specific case writing-wise, she's the person she is because she was born half-sexed so if you change her, she wouldn't really be Ryn any more. From a reader's perspective, I find it more interesting how she can adapt to the hand life dealt her instead of taking the cheap way out and changing her into something else. Take the art that accompanied the update on the Winter City for example, it's more interesting to see Ryn able to say to Alissa 'I am what I am, I'm confident in that identity and I'm not afraid of you any more' than it is to see her say 'Oh yeah, I'm female now, neener neener'. One's character development, the other's basically a cheat.
Speaking of which, the new expansion and Kiyoko's comments on Ryn's life story sounding like the opening of a tragedy whose ending she has the potential to avert made me grin. Oh yes, this is Ryn's story and it's gonna have a happy ending, so says my Champion(s).
