Is it not fairly obvious that Fallon wants to be referred to as a female?
Sure. It doesn't mean everybody has to oblige and it doesn't mean if someone doesn't oblige, that they are being rude or mean or whatever (not saying you said this). Reality is there and if some people want to play along and call him a woman/she/her, that is perfectly acceptable and there's nothing wrong with that in fact I support people's rights to be who they want/act how they want, anything, it's your life by all means live it.
Just don't expect everyone to do so or play along.