Not really, the "male above" and "female above" have nothing to do the with the assigned type of connector. Apparently, when the author of the part, Mike Causer, drew them up, he added two rows of headers to the part "female above", meaning headers on the top, and two rows of pins on the other one and called it "male above" meaning pins on top. Mike labeled these part male above and female above just to identify the two images (one with headers and the other with pins). Has nothing to do with the assigned pin type... Now, we have no idea what is on the bottom cause we can't see the bottom... could be short pin, long pins or headers... It really does not make any difference as far as the assigned type of connector go... In real life you may have pins on the bottom to plug into a breadboard... but we are not in real life... we are in the virtual world...
In the virtual world, in the breadboard view, we want to replicate the real world and plug the little breakout board on to the breadboard... In FZ, in order to connect to the breadboard female sockets, the pin type on the breakout board needs to be "male". In the breadboard view you can only connect male pins to female pins or sockets, you cannot connect female pin to male pins, female to female or male to male. After you connect the part with male pins to the part with female pins then that part becomes "sticky". Just like when you move the breadboard around all the male part connect to it, stick to it and move around with it. Male pin type are identified by the red and female pin type are identified by nothing. Other than the breadboard view to connect one part to another and it being sticky, I can't think of any other real purpose in them... In the schematic and PCB views, the male and female pins don't appear to make any difference.
The pins can be assigned as male, female, or Pad. If you open up the part editor, in every view, you will see a male and female symbol and the word Pad, Every pin type can be changed individual to male, female, or Pad. You cannot change the pin type for just that view, when you change it in one view it is for all views. In the Connectors tab, you can change all pins at once by clicking on the symbol or Pad up by "Set all to:". You can also change the pin type in the .fzp file by typing in "male, female, or pad" for each connector.
Personally, I would have assigned male pin type to both of them just so they could be connected to the breadboard...