You're all missing the point. He's saying he's not attracted to *men* [read: as a cohort]. He's in love with Yuki.
The gender politics of Yuki presenting as female are merely a distraction, like enjoying a meal cooked in the wrong kind of pot.
I just made a fantastic Mughlai Karahi Gosht in a pasta pot so this analogy might not make as much sense as I intended.