I had the same thought, but I’d be careful about assigning an identity to a person. It's no better than misgendering a trans person in that you’re disrespecting their self-identity.

It’s entirely possible the thrill of being Cowboy Bob was simply “being someone else for a little while” rather than deep gender issues; and we can’t speak for Peggy Jo.

There aren't many female bank robbers. She was taking advantage of that fact to evade authorities.