Flea is a male. He just prefers the female form because of its beauty. He is powerful and he knows it. And in his view power is beautiful, so he took on a beautiful form to proudly display the power at his command.
He couldn't care less if humans find it strange.
Well,
basically yes.
But there's more to it. Many references from CC and CT say these about Flea: Shapeshifter, prefers feminine forms, Fire as primary element, tactically invisible, master of illusions / deceptions, wicked sense of humor, and (most importantly) a Djinni.
Most of the references in CT
did point to Flea being a Djinni, but only CC's model made it even more obvious (kudos to utunnels for noticing); CT, especially the Mystic Wars incident, has a lot of references from ancient folklore (especially Arabic/Islamic), so I wouldn't be surprised if Flea was one of the Demonic Incarnations from Islamic myth, the Djinn of flames. In fact, everything makes sense!
As for the
why he dresses up as a she, do note that certain Judaic male demons (especially the whispers, deceivers and Djinn) often always, purposely, took female forms either to lead the humans astray, deceive them, or simply unnerve them (just as Flea does with every other human).
At the same time, I also wouldn't be surprised if Flea joined the Mystic Knights, not because he hated the humans but because
fuck humans, he simply wanted to have a good time.
Hell, the entire Fleabane storyline is being written to expand into Flea's origins and explain the cause of the Mystic Wars.
