There’s a big difference between Zeus transforming temporarily into a form of his own choosing to serve his purposes of the moment, and a character allowing another to request that he change his body and presentation on at least a semi-permanent basis. After all, if physical appearances are malleable and Hades has still consistently chosen to present as male for hundreds (if not thousands) of years, that suggests that he identifies with masculinity in a way that’s not simply cosmetic. And Hades being the one to make the offer really doesn’t help much. If I got a plastic surgeon’s catalog and asked my husband to circle all the physical features he found most objectively appealing so I could have myself molded into his ideal type, that wouldn’t be generous, that would be deranged.
Perhaps it could be done well if the shapeshifting character were some kind of nonbinary to start with and the transformation was limited to specific contexts. Otherwise I can’t wrap my head around it from any angle where it doesn’t feel gross.
But in any case it’s a moot point, because the author has said the character was never written that way. I have no reason to think they’re lying about this.