Random Headcanon: Link’s androgyny isn’t just an artefact of the Zelda franchise’s art direction – and neither is it particularly unusual. Sexual dimorphism among Hylians is legitimately much lower than among real-world humans; if Link and Zelda swapped clothes, you’d never be able to tell who was the girl and who was the boy.
Consequently, Hylian society depends heavily on clothing to establish gender roles, to the extent that it’s a severe faux pas to question someone’s gender presentation. If they’re dressed like a girl, then they’re a girl – even if they were dressed like a boy yesterday. That’s why nobody ever remarks upon the fact that Zelda and her heroic alter-ego Sheik are different genders; it’d be gauche at best to bring it up.