How ironic. The "biological" part is the only thing "male" about him.
He was a gay man doing drag. Like most of that sort, at the end of the show the costume comes off. A very effeminate man who never changed his name, took hormones, or got surgery. Or cross dressed in his daily life.
He started "identifying" as a woman (with full time cross dressing) when that became fashionable. That had a lot to do with getting the Bud Light gig. A very clever move on his part really. The negative effect on Bud actually enhances his reputation among his fans.