Come see the lovely sights! Tot tibi tamque dabit formosas Roma puellas "Haec habet" ut dicas "quicquid in orbe fuit!" Ovid Ars Amatoria 55—56
cysgbi
That kinda language is common among both cisgendered straight and LGBTQ+ researchers btw.
Honestly, historians are just cagey about anything that can be argued about. Typically they wan't to use language that is either verifiable or culturally specific (e.g. pederasty). One lecturer I know also emphasised that direct equivalency can be frankly problematic (e.g. lots of examples of Roman "homosexuality" is older men and younger boys). At the end of the day we can't speak to identity in most cases, and that identity will be culturally situated. We can talk about actions. Can't say if Julius Caesar was bisexual, can say he probably had sex with both men and women. Does sound like tiptoeing around to people used to saying "gay" not "men who have sex with men".
Cassius Dio is the most reliable source because we have crap sources for the period. The fact is that there are good reasons not to take his stuff on this particular topic at face value, and we don't have the other sources that might contradict him. I wouldn't criticise a historian (or a student) for reading it as just more transphobic invective, even if I personally think there's something to it as LGBT history.
As to the privacy, that's how I read these bits of Dio, he is quite coy about what is happening in the palace vs outside of it. Maybe I'm too skeptical.
With all due respect to OPs interest in gender and sexuality throughout history (always good!), you would be hard pressed to find a serious classics department without some researchers in gender and sexuality in the ancient world in the last 30 years. You wouldn't learnt about it in school/general popular history because you would have to read large amounts of ancient texts mocking trans/gender-non-conforming people in crude language. It's better left to university or the wide range of books and articles on the topic. About Elagabalus in particular, they are really well known and you can find discussions of their gender identity (in period appropriate terms) in lots of places, but it's got problems as an example. Of the two major sources, the Historia Augusta is pure trash and Cassius Dio is an obvious hit piece. His source is " I spoke to people who know, trust me bro, no he didn't act feminine in public, but he did in private, trust me bro". It's not that Elagabalus wasn't gender-non-conforming (and I encourage everyone to read more about it in Cassius Dio book 80, it's easily available), it's just that similar allegations were made about a lot of unpopular emperors. Especially check out Suetonius' life of Nero for very similar stuff, Tiberius too. Or just start reading Martial's epigrams and stop when a man is called "effeminate" or a woman "masculine". Tl;dr there's lots to explore here. At least like 50 years of fairly accessible scholarship and digitised ancient sources. 😁
Spent a good half an hour confused by Julius Caesar Scaliger.