Oh so it is possible to have an event where you lose your cock
No, but you can freely TF yours away provided that it wouldn't leave you neuter.
And the real reason that nobody reacts to your Champion's shifting gender/race/body type/whatever is that it would be a
bitch to account for and nobody cares enough to put in the kind of work that it would be required to make it work. At best you'll have
very specific interactions with the permanent TFs where worshippers of the god in question will recognize that they've bestowed their blessing on you. You can see this with the kitsune recognizing you as Keros' champion, presumably the boreal elves at least will react similarly whenever the Valkyrie TF gets implemented (and maybe some of the other Lumian devotees?) etc. But those are limited cases where the writers can know
exactly how your Champion has changed, because it's a one-way process. Once you sit down and think how many variables would have to be accounted for you'll realize why nobody has the slightest interest in accounting for anything beyond that.