Maybe it left her physically "severed" and she is shy of it and doesn't want us to discover?
She's a vampire. With blood, she can heal dramatically.
Because she was defiled by the daedric price of domination, Would not want to have sixual activity with her, She probably has kinky tastes.
So? Molag Bal has no gender. And he also takes form of a woman. Haha!
Knowing what Lamae did to the nomadic men, I might think twice though.