Not so... look at Oola in ROTJ. The cones aren't her ears, they're silvery, part of the headdress.
They could easily have decided that Oola had regular humanoid ears UNDER the headdress, but at some point between 1983 and 1997, George decided to approve someone's misguided notion that Twi'lek women had cone-ears. Probably someone who completely forgot that Bib Fortuna did NOT have cone-ears; who thinks to themselves "Ah, for THIS species, males and females have completely different ears"? Who looks at Oola's headdress with the rounded protrusions on the sides that don't match her green skin at all and says "Those are her ears!!"?
EU showed female Twi'leks with humanoid ears in the Rogue Squadron comics at the very least. If male AND female had cone ears, that'd be one thing... having 'em different is kinda silly. Then again, Devaronian females don't have horns, just dark circles in their fine, short facial fur.
Oh hi, let me just post this again.
Males had humanoid ears, and among females there was equal biological evidence for humanoid ears and ear "cones". While some headdresses were cultural decoration to denote status, quite a few were originally introduced as "muzzles" to prevent the slaves from having access to a language that non-Twi'lek handlers could not understand.
Edit: In short, the Males and Females evolved differently. In one of the novels a female Twi'lek mentions that she has better coordination than most humanoids because of her ears basically, just as male Twi'leks have some features that female Twi'leks do not, the cones seem to be an explicit trait toward the females. Someone speculated that the female twi'leks evolved this way to allow them to more easily navigate the dark caverns of Ryloth.