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At first merglings were a different race then yordles and poppy didn't exist then. Merglings were then retconned into a specific group of yordles in trist's background. At this point Trist still looked different from the other yordle but she was female.
Latter they made a second female yordle named poppy. It is established the only other female yordle (yes yordle, because merglings being a race was retconned) looked different at this point when you look at trist and then teemo or heimer I suppose they just made the non furry purple mergling look a gender difference among yordles.
It isn't that strange of a gender difference really. less hair and different pigmentation. It's nothing as drastic and an angler fish.