It wouldn’t be necessary for “him” to marry. According to Shapard annotation: “When the heir to an entail came of age, if the current holder of the entail were still alive, they could join together to break or annul the entail. They could then establish a new settlement of the property…”
So the plan could be that when she gets old enough they will break the entail and settle things so it isn’t entailed away from the female line anymore. They could either expect that she will never marry or it could be that they mean to reintroduce her as a distant cousin or something once the entail is broken.
As far as her not growing facial fuzz ect. I think if people knew her as a boy since childhood they would just assume there was something wrong with him that he didn’t develop properly at puberty and that being the case, no one would be all that surprised if “he” didn’t marry. Depending on Mrs. Bennet’s age her being born last could help to add to the impression of there being some kind of abnormality.