The game borrowed buddhist concept on reincarnation.
there is also no rule on that, as according to scriptures, a man can be reborn as a woman.

Also, saber reminded shirou in the second eps, that "I was a king in my previous life, a commander of a vast army of elite knights"

she used male tones to highlight her position.
Also, in the game, Belvedere was shown as a tall and beautiful man.
to contrast the character perhaps.

Nonetheless, the anime showcased that her flashbacks as a woman, which could be cause for your confusion.
Also, actual history showcased that the one King Arthur, was a man without regards.

Thank you for the comment on my T-elos wall! I'm gald you like it. ^_^

And it's not weird. XD

Hi there!
Thanks a lot for the comment on my "Not just your Eyes... your Mouth is EXOTIC" wallpaper...
I'm glad you like it..
kisses!!