I really really don't think it has anything to do with any deeper meaning or storyline. Virtually EVERY anime/manga has a character like Haku, who could be either a guy or girl. Look at Yashamaru for example in Naruto, or that Director girl in Hellsing (who looks like a guy for most of the series), or that He-She thing in Cowboy Bebop, or the badass but uber-feminine Dr. Jackal from Get Backers ..

It's actually a challenge to find an anime that DOESNT have at least one sexually ambiguous character.