Of all the characters to change from male to female, why pick the one that's actually based on another "real" character?
Additionally: It doesn't solve much to take a male character and change them to female, rather than just creating new female characters and giving them strong introductions. All this does, IMO, is turn more people off of "Those damn feminists" trying to change everything to be a women's world, or whatever BS teenage boys on the internet want to spew.
And just read the comments: They have multiple source materials to use as a new/reintroduced female character for this series. This is just a stupid PR stunt.
For what it's worth Thor is not actually becoming a woman, the male Thor will be found to be unworthy of Mjolnir, while whoever this woman is gets the hammer. Thor himself will still exist as a character, just not as one of the Avengers.