There's an interesting article in The New York Times about female mimicry in animals, especially hawks. (To read the article, click here.) Some animals, such as garter snakes and harriers, have a significant number of males that either look like or act like females. For instance, in the spring, the garter snakes will emit female pheromones to attract other males. The other males gather around to warm up the she-male snake; when he's warm enough, he turns off the pheromones. For the hawks, the female disguise is permanent, and they are actually more aggressive than the he-male hawks. (The he-male hawks manipulate the she-males into attacking outsiders while the he-males sit back and watch.) Scientists suspect the she-male hawks benefit because they are able to participate in what the article terms "extra-pair copulations," though this hypothesis is still being tested.
As a scientist, I'd love to find out what makes a she-male a she-male. Is it mostly genetics, mostly environmental, or a mixture of both interacting? The percentages of she-males varies, but there's a group of hawks in France with 40% of the males looking like females. Why is that so high?
Whether or not you want to draw any parallels to human behavior, this does sound like an interesting trait to include in an alien race.