I'm gong to say "Because they really look nothing alike" - May as well as why they haven't mistaken her for a particularly tall dwarf or a much less draconic dragonborn, the answer would be the same.
As far as I'm aware, hobgoblins and bugbears only display mild dimorphic differences between sexes - certainly nothing more pronounced that those of other mamalian humanoid races; no-one is going to mistake Lae'zel for a bugbear because she is very clearly nothing like one.
