But there's no reason why the Doctor herself should comment on it (no Doctor has ever said "By the way, still not ginger" after their first scene), and there's no continuity of companion to comment on it. So maybe very rarely, when she meets other figures from her history, but how many times does that happen in a series? Excluding the Master (who would have no reason at all to think it noteworthy -- has he ever said "Oh, you're Scottish now?"), it has happened exactly......zero times in the last season (I think?). Daleks remember different Doctors, but I can't believe they would think a gender change is a noteworthy detail.
Here's a question -- do other Timelords think the Doctor is a weirdo because he's gone so many regenerations without being a woman?