Gonna get a little >reddit here for a sec, but Transformers have gender--since gender is a social thing, it's how you present to people and how they respond to you based on that.
What they don't have are sexes, because sex refers to your genitals.
eg. we call Arcee a female because that's how she looks, but Transformers aren't sexually dimorphic because they don't have genitals and reproduce by pretty much everything EXCEPT sexual intercourse.
Sex and gender are only seen as synonyms because they usually are, and also because TV, especially kid's TV, is afraid of saying the word "sex".