Actually, there are some documented cases, and I have heard on other forums of platys changing sex. So it does happen and it is entirely possible. Females do this if there are no males present to mate with. They are very effecient at reproducing, as most of us here know! I will say, that while it does happen, it is somewhat rare, and other's who've seen it often wonder if these females weren't males to begin with that took longer than usual to sex out.
Can I ask how old these females/males were?