It was kinda.... easy. Engineer made sentry and his worst enemy is the Spy so I guess he made a Robot that can protect his stuff and he decide to name it Pyro for his weapon of choice, the flamethrower. I think Engineer, Pyro and the Medic actually know what the Pyro actually is considering if the others knew. Word would end up getting to BLU and they would use that advantage making killing the Pyro easier and possibly "updating him". Dont forget Medic giving him a Robotical Heart which gives Medic the advantage to Uber him. Making "It" a Male or Female would just be to easy for Valve and beside Valve loves to fuck with people so they gonna end up putting a twist to the most mysterious character in TF2