I utterly loved Ozma-- mainly because the books I had from the library featured gorgeous art nouveau illustrations and Ozma is lovely and wears this crown with ginormous flowers on it. Like this.

The whole boy-to-girl thing with Ozma is indeed very WUT and very ficbait. Baum could've given her so much interesting characterization with that, if he'd lived in less cisgender times. I guess it wouldn't have occured to him that after being a boy Ozma might still kind of feel like one, or even if she didn't she might see the point of wearing pants and running around and taking a break from being a perfect princess sometimes, or the whole sudden genderbend might be a little traumatic coming with no warning or foreshadowing.