They will never say either way what sex the pyro is. Keeping it ambiguous just means people will continue to talk about the pyro.
But, in the case of the scouts comment, he is probably assuming the pyro is a he as the pyro scares the **** out of him and back in the sixties women weren't thought of in that "homicidal" way. (generalisation)
And while the song references a girl, the lyrics always referenced a girl and it is just what the pyro hears in their head when they are running around spreading joy/horror in the land of TF2.
" " - Silent Bob
Gamers can really come across with a pathetically huge sense of self entitlement at times