This is a known mechanism in mouse brains. Specifically, estrogen is bound by AFP in mice and prevents 'masculinization'. But androgens aren't bound and thus aromatize into estrogen in the male mouse brain (see https://pubmed.ncbi.nlm.nih.gov/16388309/ and related). Robert Sapolsky talks about this mechanism in his lectures/podcast. This doesn't seem to generalize to humans (or most other mammals) though. Human AFP doesn't seem to be highly involved in sexual differentiation for primates.