Devas and their appearance
Reproduction is not the only function of having opposite genders. If that is the case, both males and females should look the same when sexual organs are covered. Even at the beginning(Agganna sutta) of man kind, reproduction happened as a result of beings who looked different getting attracted to the differences.

Companion nymphs are beings who get born in heavens due to less powerful karma. Their main duty is to entertain the Deva who owns them.