That question was answered from a series of text messages from Polly's phone. In the car going to the airport, Alice and her daughters had talked about Margie, Polly, and Stephen, and they'd all come to the same conclusion, the one that Alice had decided to tell Polly about after their plane landed: Margie was Stephen in a very good disguise. He'd performed very well, but his hair was still too short. He'd never played jump rope or hopscotch, but in many other ways, he was simply too girly. Polly blamed herself for being wrong: she'd thought that that couldn't happen. In return, Polly had not explained Margie's existence as a punishment. Instead, she had told Alice something very like the truth: that Stephen had done it as a favor for Nicole, providing her with much-needed companionship because the girl wouldn't have wanted to hang out with a boy and needed someone in her corner.
Nearly all of the messages in reply to that were of praise. They all agreed that Margie had been as good of a host as she could possibly be, and Alice was particularly impressed at the fact that - as she had to tell her girls - she'd obviously let Nicole tag her and lost on purpose. None of them were going to tell anyone else about this, and, Stephen thought with a bit of pique, who would they even tell? All the friends he had? He'd worried about being confronted by some weirdo, but he was unblackmailable, uncancelable, simply because he had no social life to ruin. Even the Internet's worst Sith master wouldn't have been able to affect him.
Polly had her own private thoughts as well. She couldn't live with herself if she tried to frame this as his fault. She'd considered simply not telling him, not least because dealing with Nicole was going to be tricky, but she mentally punished herself for even considering that. She was not going to be the cruel stepmother. He'd really tried his best, and she'd made an agreement. She'd also been thinking of how Stephen had been behaving, and a suspicion had been growing in her mind.
"Well, it looks like I owe you, now," she told him. "It wasn't your fault, and someone found out. Given all you've done, I figure I owe you about three hundred dollars for all this, although I don't have the means to pay it yet. If you want me to do your share of the chores, I'll do that." Margie shook her head a bit, not willing to take that deal; she wanted the money. She actually wasn't ready for this to be over at all. She loved her pretty outfits, and if nothing else, she wanted to finish the first book, if not the whole trilogy, with her little sister. "You can take that off now if you'd like, although-"
"Nooooo!" Nicole wailed from the other side of the door. She'd put her ear to the door to listen in. "Please, Mommy!"
"Nicole, don't be selfish. We had an agreement," Polly said patiently as she opened the door. "I told Stephen that if someone found out and it wasn't his fault, then it was over and he wouldn't need to wear dresses anymore if he didn't want to." Those last five words were said very clearly and carefully. She took a look at Stephen's face and her suspicions were confirmed. "But I think that Margaret has another choice to make."
"Please don't go, Margie!" Nicole begged, crying. "I'll learn how to make cupcakes and I'll push you on the swings and I'll never get mad and I'll be the nicest, best little sister ever!" Her dress and petticoats fluttering, she ran into the boy's room and jumped on her big sister, hugging her tightly as if to stop her from vanishing. "I need you!"
"Nicole..." Polly started.
Margie was suddenly very sure of many things. "I won't leave you, Nicole," she said, hugging her little sister back. "I might have to turn into Stephen sometimes, but I can always just turn right back into Margie when I'm done. And when I get older I might look more like a boy instead of a girl, and sometimes I might wear boy clothes, but I'll always be Margie when you need me to. I promise. Forever and ever. Just don't ask me to play with you all the time, that's greedy." She turned to her mother and smiled. "Mom, I wanna spend at least a little of that three hundred on Legos. There's this place called Unicorn Town that needs an expansion."
"Of course, sweetie," Polly replied, hugging her daughters close. "It's actually Stephen I need to borrow today, and probably a lot of days in the near future. I might have gotten a lot of supplies, but that doesn't mean I can afford a professional to come and fix up our roof or insulate the house. This is a two-person job, and I'm going to need the assistance of a very diligent and careful young man for this." It was actually more of a three- or four-person job, but Nicole was simply too little.
Normally, Stephen might have balked at the additional work, but this needed doing so that they could keep living there. She wasn't asking him to do anything just to teach him a lesson or because he needed to learn responsibility, and she never had. He was actually included, actually part of the family, in a way that he had never been before, and he was happier than he'd ever been in his life.
"Okay, Mom!"
--- Ten years later
There was a very important word that Nicole had learned, one of her favorites, and not just because it had once led to her victory in her school's sixth grade spelling bee. The word was 'consanguineous', and it was the reason that she and Margie would be together forever. As stepsisters, one of which happened to have fully functional boy parts instead of girl parts, they did not share consanguinity, and so there was no legal problem with them marrying each other once Polly had given her approval for her seventeen-year-old daughter. Nicole didn't care that Margie turned back into Stephen when she had to, such as when dealing with the rest of the world. Margie was Margie, and it didn't matter if she had the body of a boy and pretended to be one sometimes. That just made Margie better at protecting Nicole from real boys.
Polly had suspected, even before the day she'd seen evidence of their teenage fooling around, that this is how things would be for them. Nicole had never entirely gotten over her deep-seated fear of males, and there was only one biological male she'd ever really trusted. Margaret wasn't interested in boys that way, and even when presenting as Stephen, she would never be romantically close to any other girl than the one she'd grown up with.
The world saw Stephen and Nicole on their marriage certificate, but Margaret and Nicole knew better, and so would their children.
(If anyone is curious just what Stephen's character looks like, here you go:
https://www.youtube.com/watch?v=lmJMdzj9v28 )