My theory is that "(s)he" was just messing with their heads, and that Zoid's species doesn't have male or female at all, ever

. After all, there's some of that even on this planet!
But as for the "crush" thing, I gave them the benefit of the doubt, and assumed Zoid meant something like "when I have a crush on one of you, I'm going to act on it, so at least one of you will discover which parts I have..."