"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.