While it is probably quite arguable whether or not the Asari are actually female, I think a separate question remains open as to when and why did they begin calling themselves female.
Though they do appear distinctly feminine, they are only so in comparison to bipedal mammalian species - especially from Earth - which do have male and female genders. The only Mass Effect races whose females actually resemble Asari are Humans and Quarians. In almost all other cases, it is difficult to tell males and females of other races apart at all except for their voices.
Even before addressing a point of reference for comparison though, there is still the question of a need for the Asari to identify with any gender at all. Unless Thessia is home to other species that do have distinct genders, the Asari would not even have realized a need for any terms to describe male or female until they met an alien race that did have separate genders. Even if other Thessian creatures come in male and female varieties, such terms would only be reserved for discussions about those creatures - similar to how we have special terms to describe hermaphrodite species like earthworms and slugs. The Asari would not at all have had need to describe themselves with such terms unless they met another intelligent race that did.
After this point, the question is left as to why they would choose to be "female"? Again, the Asari only distinctly resemble the females of Human and Quarian races - and, based on known Citadel history, it's not likely that those were the first intelligent extra-Thessian races the Asari encountered. (Much more likely would be the Turians, Salarians, Volus, or Keepers.) Also, most non-Asari races are male-dominant cultures.
As far as I can tell, there is not anything in the Mass Effect Trilogy that covers this piece of Asari history. There also seems to be little if any information at all, in the Trilogy, regarding other Thessian creatures and their biology. Is there anything I have missed in the games, or anything in the comics or other Mass Effect literature that would help address this?