I get your point about the making Cove a girl option. But when I think about it, that would be a lot of extra work, all the sprites they'd need to make, as well as changing the script throughout the entire game to use the correct pronouns. It honestly wouldn't be worth the trouble for the makers, unless they made it as an expensive DLC, but at that point everyone would have already replayed the game multiple times, so nobody would buy it since it would only change Cove's appearance, and add nothing to the actual story.
And I'm just happy for the character editing interface we got, lol. The options, although simple and limited, are a nice bonus since the makers honestly didn't need to give us them.