Did they not realize Miss Fury was created by a woman?
Miss Fury was influential; Romita Sr. always said his 1970 costume redesign for the Black Widow was based on Miss Fury. Also, Miss Fury's origin story--donning a costume for a Halloween party and then running into some crooks--is similar to what happens in the Silver Age Batgirl's first story (not to mention that the then-new Batgirl sported a sleek black bodysuit, not unlike Fury's). And the notion of Miss Fury's "ceremonial" garb is not unlike what we get much later on when Lee and Kirby introduce the Black Panther in FF #52.
There are some books I like by Mike Madrid that give great overviews about various lesser-known Golden Age female heroes and villains:
Divas, Dames and Daredevils and
Vixens, Vamps and Vipers.