Maybe Rocka is non-binary. Meaning they identify as neither male nor female.
From what I can tell, as robots, the heroes' genders are up to them. Rocka's design is overall androgynous, and while his name is Rocka, the character isn't particularly masculine or feminine. Breez's helmet has a more female look, but Rocka's looks more utilitarian. His sets don't have overwhelmingly male traits. Perhaps he chose the name daniel, but is comfortable with any pronoun (he, she, they), though for convenience most other heroes just use he for him.