Here's a theory for everyone...
The Iron Bull was being misleading with the truth.
My Inquisitor is one who believes "the truth in all things". That's his personal creed. He doesn't lie, but in cases where he has to, like at the ball, he tells truths that lead people to conclude other things, or he withholds the truth by telling another truth. Maybe The Iron Bull was doing the same thing with Krem.
There do exist Aqun-Athlok; Those who live as the other gender as the Qunari see it. He never said what happens to them, and he never said the Qun recognized them as the opposite gender. He merely confirmed their existence, not whether they were accepted or given a place or not.
Also when Krem says the Qunari aren't all bad, The Iron Bull withholds the truth that the Qunari would brand her Aqun-Athlok and then reeducate her to be female. Instead he tells the truth that they would come down hard on Krem's backtalk. This way he makes it seem as if Krem's self-identification would be tolerated while her attitude would not be. So Krem feels more comfortable while also knowing that the Qun would not accept her for other reasons.
After this, The Iron Bull will refer to Krem as being a man, but this is The Iron Bull's opinion of Krem, not the Qun's classification of her.