There's no real way to answer this.
The only evidence either way is that joke episode you mentioned, but that's a joke episode. There are practically no female Transformers which to me suggests that the reproduce like ants or something (1 female born every blue moon and no sex), or they are made and the people making them hate females so they rarely ever make them... but none of that is legit. Transformers is designed to sell toys to boys so that in itself could explain the lack of females.
Bottom line: like tootsie pops, the world will never know.