Actually I'm willing to come here and argue the forbidden: but Maomao is not gender non-conforming (in interests sure, but not in outward presentation)
We already have such female characters in Ah-Duo, Suirei, and Miss Chue, who put on pants/men's clothing when work requires it/it's more practical (see in WC when they take horses to the village, I recall Chue was wearing pants, but Maomao not)
Like you could argue she's continuing to wear the socially acceptable skirts while in the imperial palace, but she also doesn't switch when she does get the opportunity, like on the road in WC1, WC2, and or literally any other time she was being an unsupervised gremlin
We have the scene of her wearing men's clothing in the first episode, but that's likely for safety (and I don't really recall it mentioned in the LN). She continues to wear her hair in a (simple) "updo" compared to the other three non-conforming women's basic ponytails which could be read as more masculine/neutral, she has beads in her hair and uses a ribbon to tie it up, which could count as a "cheap" accessory that won't draw eyes to her in the back alleys of the pleasure district
Just because she's not into frilly stuff (like the room the quack decorated for her in WC2) doesn't mean her (mild) fashion interest don't align more with traditionally feminine ones. I keep recalling the silk sash Meimei sent her to dance with and how Maomao regarded is in the end of season 1, because she obviously has appreciation for it as an accessory, but also for dancing as a craft/beautiful performance in addition to the unpleasant layers of it being brothel training
She's very diligent about body hair removal and the occasional incense when Jinshi starts gifting her some. Also in terms of manners, Maomao seems to generally be pretty graceful and makes note in her narration when she "doesn't care about etiquette now" or stuff food in her mouth unladylike, meaning she rarely breaks "protocol" and she's aware of it when she does
The criticism hurts not because Maomao isn't conforming, but because she is conforming, but being told it's not enough, and that her and Chue are just "a different breed" altogether
Her personality also plays a role. Women are supposed to be giggly and smiley and agreeable, and Maomao is none of those things. She doesn't talk a lot and her expressions are kept to a minimum (pretty much due to a lack of human interaction as an infant/toddler) so even all dolled up and prettified, there's that