That's actually not something I realized until later on as well.
I always thought Gozer was just going to send a destructor, in the form of whatever they thought. Kind of like a think of your worst nightmare thing, and I'll make it come true. Didn't realize until later on Gozer meant itself would take the form of whatever they thought of.
When I was younger, I always found this line in particular for some reason to be hilarious:
Well Gozer is "whatever it wants to be," so I guess it's more accurately an "it" and doesn't necessarily have a biological gender. Just an entity that takes the form and gender of whatever it wants.
I may have just started a new discussion that to my knowledge has never been debated here: what is Gozer's real gender? Does it even have one? The phones are now open.