Thanks for picking this up!
FYI, "Entering a new world" is a metaphor I've seen used in manga/etc for accepting crossdressing boys as a potential love interest.
I'm guessing the author would have gone longer if they had the opportunity. Publication was probably cut short so they had to rush things more. It's unfortunate.
We didn't see much of Albright's history but it seemed he was more focused on duty than romance. We have no idea what his sexuality was. It could be he was simply indifferent, and that romance will be a novelty to 'her'.
Well, it's apparent that Hinase is a special case, so why can't they be 'neither'? I don't think the issue is that the MC specifically wants to a gender so much as they don't want to feel left behind, or as the title says "Out of Place". It's possible that they could still accept being who they...