Lily's an alien, so there's not really any guarantee that gender exists on her planet in the same way it does on Earth— Rather, it seems very likely that their ideas of gender are totally different from ours. So there's a very high chance that Lily's human-sona is a girl specifically because girls = yuri, and I think that's kind of cute.
Also, Alien #2 that appears at the end also seems to have a girl human-sona, so maybe she's a yuri disciple or something? It could also just be that she had to appear as some sort of human, so there was like a 50% chance that she'd end up as a girl anyways. Or maybe she's a girl simply because Lily's also a girl!