There are so many times that we spend our energy about what might happen in the future, and it never even does happen
Whether you're male or female, there's almost always going to be some sorts of issues if you become interested in opposite-sex heterosexual friends. So it wouldn't have been "better" if you'd been born a guy - you could easily have become friends with a female and had the same issue when other relationships developed.
That is part of the reason many people make an effort to develop same-sex heterosexual friends with common interests, because those relationships are more immune to those sorts of concerns.
You're actively working on that task, slowly but surely, so that is great!
And in the meantime, you still have access to your male friend, which is also great.