I really, really don't think that Sten and The Iron Bull contradict themselves in that one particular aspect (how gender is treated). Nor do I think that it's impossible that a strict culture would be accepting of transgendered people, or at least the idea of gender being separate from biological sex.
There's actually quite a few cultures that recognize the idea of there being more than just the male and female genders, strictly tied to biological sex--Wikipedia lists a lot of them here. One of the cultures listed is India (and other places in south Asia) with their hijra. Recently in Indian law, it was established that they have legal protection, even legally allowing people to list their gender as "other" on official documents. This doesn't really mean they don't face any discrimination in India, but at the very least their culture does at least acknowledge that they exist--and we're talking about a country where homosexuality and bisexuality was recently recriminalized.
So really, the idea that, simply because the Qun is strict, they COULDN'T include transgendered people is a little silly to me. Just because they're strict doesn't mean they have to follow our ideas of strictness, particularly since in general Qunari culture is meant to be a little alien to us folks from the west.
Also, I'm not transgendered but I think it's pretty incorrect to say that Krem (or any other trans person) "chose" their gender. Krem obviously doesn't believe he did--he simply is a man. Krem, conveniently, has chosen a profession that fits in well with his gender under the qun, so Iron Bull doesn't really see a problem. Now if Krem was, say, a potter or a baker or something, Iron Bull would probably find that a little weird, just as Sten finds a female Warden being a soldier weird. In those cases, neither would be following what makes sense for their gender (not sex, gender--they're two separate concepts).
Krem would still not be given the freedom to choose his job, nor would he be choosing his gender--it just sounds like the Qunari would recognize pretty quickly that Krem was male, not female, and train him accordingly. That completely fits with what we've been told about the Qun so far and I really don't think it's a retcon.
Now the whole debate over Sten and Iron Bull's opinions on childhood is a little more valid, imo, since they do seem to clash quite a bit more.