Well, her shadow (which is always an extreme, not the true self) expresses a desire to become a man. But I understand what you're saying. I'll echo Corvo and say that in general, each character's arc is less about the overt themes presented by their shadows, and more about the subtle themes masked by them. The shadow is the primal fear, warped by external pressures and stereotypes. The arc after the shadow is accepted is about coming to terms with the new path they've chosen, not about resolving one's external issues. It's not about whether naoto was able to fit in with cops afterwards, it's about whether she was able to feel comfortable without trying to be something she was not.
Someone said that we should have seen actual acts of Naoto being disrespected as a woman, but that's actually beside the point of her arc. The shadow is created by the self, it's one's own perception of their own fears, warped by societal norms. It's not so much that Naoto had been discriminated against, it's more that she feared she would due to the fact that none of her childhood heroes were women. She was trying to fit into a role that society created, but that she accepted. It's the same with Kanji. He realized that he wasn't fitting into society's definition of a "man." Men with feminine tastes are often labeled gay. For him, his shadow was an insanely effeminate man: not his true self but the societal stereotype he began to think was his true self. That's why shadows are so over the top. When they're defeated they reveal what the true fear is, and that's when the road to acceptance begins.