"Boy band" means something more specific than that all the band members are male. It's more of a genre thing, which does give you some idea of the music. But I can see how a band might not like to be pigeonholed that way. I can't even think of a recent example of a "girl band" that was described as such rather than by their musical genre. The last I remember hearing about was probably the Spice Girls, but maybe that's just because I don't really listen to commercial radio.
This is something that really irritates me. I'm not entirely sure why!
I would rather the music was identified by something to do with the music than the gender of the people singing and dancing. It just shouldn't be relevant....
I really don't have a problem with it. Sometimes I think political correctness goes too far. Must we deny that there is gender to be a modern type of sensitive; after all there are boys and there are girls. What can be wrong with stating the obvious?