He introduced a cast of mostly women, with a woman for a main character, in a non-Japanese setting that was stationary (meaning there wasn’t a lot of change of scenery since the majority of characters were prisoners in a prison or employees if that prison). Shonen Jump is a publication that is mainly targeted at teenage boys and Araki was already pushing the limits with Stone Ocean. It’s also possible that the change was made in order to appease his target audience. This isn’t the first time things have randomly changed without explanation in JoJo’s Bizarre Adventure and I doubt it will be the last time. He’s known for just making the story up as he goes. Hirohiko Araki could have just changed his mind. This isn’t the only possible reason things ended up the way they did. These are a few of the reasons this theory is so prevalent.
It’s likely that he had wanted to do this for a while, considered how many implied gay relationships there were between villains in Part 5 (Sorbet and Gelato, Squalo and Tiziano, Cioccolata and Secco, etc). We know that shortly after Stone Ocean, he jumped ship from Shonen Jump to Hyper Jump and introduced his first explicitly gay relationship in Part 7. We also know through various interviews that Hirohiko Araki was uncomfortable with his editorial staff at the time and felt creatively restricted. Part 6 was written and published from 2000 to 2003 and there was a lot of homophobia in Japan at the time.
This isn’t just JoJo fans thinking the worst of people. While this has never been confirmed by anyone involved, the theory does have footing. The most popular theory is that the Shonen Jump editorial staff, at the time, refused to have a lesbian protagonist so Hirohiko Araki changed Anasui, who had only been a background character so far, to a dude.