But it isn't that they are twins. She is his genetic clone imprinted with his mind and personality and memories, everything that makes a person what they are. They were going to have Cassandra Webb telepathically rewrite all of that memory, but the process was interrupted, and the false memories they were going to imprint her with never came to be.
Jessica Drew is Peter Parker in a Woman's Body. That is right there in continuity and has been referenced several times since Bendis' bizarre foray into the Ultimate Clone Saga.
And so, if Jessica is all of a sudden into men, that would be because Peter is a repressed homosexual, or a bisexual at least... Either that or Bendis would be taking a very unpopular position on the whole "Nature vs. Nurture" argument.