They aren't making Thor a female. Mjolnir is being passed on to a different character because Thor is no longer considered worthy of wielding it.
Yes but this new character is also going to be called Thor.
Borrowing the MGS metaphor again, the new Thor will be Thor just as the new Snake is Snake. It's the spirit of it.
Though, in Thor's case, it's even clearer. There have been multiple Thors in the comic, and now there is a new one. They have all been called Thor, and this one will, too.