It is really interesting how much more popular Chris gets whenever he gets turned into a girl. ^^
So Chris starts out as a boy, then he crosses over to Sonic's world. Once there he turns into a female hedgehog? Well, that would give the overall story something; trying to cope with the fact that you changed gender and species that would be difficult to deal with.
Well, when you are talking about children's programming many things get taken off the table. Having a major plot change in a character where a boy becomes a girl is something that makes parent groups a bit upset. Ranma ½ was shown on Japanese television without anyone there raising an objection. You will never see Ranma on American television simply because of the gender bender thing, that and there was some nudity. Good writing also takes a back seat in general. For example, "Young Justice" was prematurely cancelled because CN wanted to aim it's programming at small children and it was deemed too sophisticated to be salvaged. Teen Titans did survive to only become worth watching for five year olds.
I'd say executives and censors would sooner cancel the show rather than have Chris become a girl as a regular character. You'd probably see something like a temporary mind swap with him and say Amy. Both characters would spend the entire time complaining about being in the wrong body while the situation resolves itself before the end of the episode.