I love the leap of faith and vote of confidence all the journos and even people here have for old school gamers.

Samus Aran loses her armor if she dies, as part of the game over screen it shatters off.

So for someone to be surprised that Samus is a girl, they would have had to beat the entire game, knowing nothing about Samus (for the surprise to be there), yet never once lose all her hp adventuring, in lava, or in a boss fight.