I don't think of the Nyos as their gender bends. They're more of... the countries of another universe in my mind. (Same with ethnicity bends).
Basically they're not them. They are their own person. The reason they look and act alike is because the countries are based on stereotypes.
To me, they are so different to the original characters that I create different ships when it comes to them. My OTPs aren't the same with the nyos (Except for one because their hilarious together in any shape or form. HunAus/AusHun works for both too). For example, I ship RusAme and Nyo!RoChu. Or PruCan and Nyo!CuCan.
Maybe their world wasn't as masochist as ours used to be. Being a women is something no one looked down upon, that being the reason why so many of them would be women. In the regular Earth it makes more sense for the majority of the countries (especially the most powerful ones) to be men as they were looked up to by many for years.
Then again, there are (older) countries that are women or assumed to be women. (By that I mean Ancient Greece, Brittanica, Gaul, etc.) so that logic has a few flaws. It's a headcanon though, I don't think the idea is for them to make sense. I would do some research, but I'm very lazy.
In rare cases, I might have a brief thought of them as their gender bends. It has more of a.. comedic effect.
In the case of gender bending, that they're women (or men for some) doesn't change anything about who they are. It might not feel the same for some people (I think myself included. Might be because I don't relate to women for being a... woman, since I'm not and that's why some people prefer the nyos.) but it's fun to think about the difference between the two.
I don't mind the nyos (as long as people don't ship aphcharacter x nyo but that's something I don't want to elaborate on since most people(generally straight girls) wouldn't agree). They're not characters I think of a lot since "gender bending" makes them less relatable for me, but I acknowledge them and think their great.
Also, I'm thinking of sharing my headcanon for the 2!ps but it's fanfiction worthy (I gotta work on my writing skills first though.) and I'm afraid someone might steal my idea. It just means a lot to me. I have two fanfic ideas, actually. (The second one was nothing to do with the headcanon, it's more of an angsty pairing fanfic.)
No one stole anything from the "Countries in General" chapter so I'm guessing people don't give a damn or will wait until I manage to actually write it down.. (or didn't find the ideas very fascinating) so I don't know.
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So many headcanons... Some headcanons for the main characters (+ a few more) of Hetalia. Some are totally meaningless and useless. Others are great ideas I probably shouldn't have shared and written fanfiction about a long time ago.