I get the issue is 'the player is probably attached to their player model and gender choice from the start', but they could've just had it be that after you fuse with Aegiomon you stay that way, and from then on when you're walking around you do it in Aegiomon form rather than ever reverting to your old appearance or splitting into two. They already had you play as Aegiomon in Factory segments so it's not hard to do. It'd have more narrative weight if your protag legitimately got assimilated.