It depends on the system one works within.
In the traditional Goetia, Bune is referred to as male, most likely due to the Christian influence, which designates all demons and angels as male, so if one is operating within that system, that is the manifestation one will get.
However, spirits don’t really have genders, so some magicians have had Bune manifest in female form as well.
The same goes for other spirits, like the Archangel Gabriel, who has also appeared in female form to various magicians.
In fact, there is a magician by the name of Faustus Crow, who has designed a system for working with the female forms of all 72 spirits of the Goetia.