Years ago I read a book which suggested that this was specific to the U.S.: sitting cross-legged doesn't carry any particular gender / sexuality coding elsewhere.
I can confirm that the former is considered effeminate by some in the UK. The latter perhaps childish.
There is a third - sitting in a chair with just your right ankle/calf (rather than the entire leg) resting on your left knee. I'm in the US and sit like this often, and see other guys sitting like that often as well. For me, and I would imagine most other males due to the male anatomy, it's just far more comfortable than having the other leg fully crossed. I have a feeling that this "anatomy issue" is why it's very uncommon to see males sitting that way, but seen very commonly in females, and as a result that's why it's considered effeminate when you see the rare male sitting that way.
That’s weird, because no one has ever mentioned anything of the sort to me. Were they particularly small-c conservative?