He also wore Star's clothes while locked in her closet (get it? closet? symbolism!)
Also, he wears pink ballet shoes around the house.
Also, he outright says he'd love to be a Queen.
And whatever that dream with balloons and him being more scared of wearing a suit than death is supposed to mean.
And now he's also insecure about his body.
I'm not saying I endorse the theory, but it has more evidence than usual tumblr tripe of this kind.
Of course, the theory is most likely wrong, and all the things above may easily be dismissed as jokes, misinterpretations, and general teenage insecurities that have nothing to do with gender identity. Still, I wouldn't be surprised if there was actually more to it than that. You can never know what cartoon writers are capable of pulling off these days.