Wow, never heard that theory before. If it's possible for some fish, and Goldeen is based off some similar kind of fish, it could be. However, not inside the game lore of course. Because there, genders are very much set.
It's more likely that Goldeen and Seaking are simply names given by humans to define the species as something. Just like Mr Mime doesn't have to be a male (right?). I was never a fan of the anime's way of having pokémon "speak" their names. That's just a way to make it more fun for young viewers, I think. The anime-style promo for the X/Y games had the pokémon making more realistic noises instead. Yay!
So no, I think, within canon and the established official pokémon universes, a Goldeen or Seaking couldn't change its gender, not even upon evolving.
