Maybe locker rooms are different in the US, but I'm pretty sure when changing for PE in school, I never needed to expose my genitals. 
So I'm sure the girls will be spared the horrors of a loose peen...
I'm not familiar with IL rules, but as far as MN public schooling (in my district) goes, you're correct - you never have to expose your genitals. But there are showers in there that you are allowed to use if desired (and likely would use if you ever enrolled in some after school athletic activity), and there's nothing saying you can't get completely naked if you wanted to for some reason.
