Mathematicians clearly label their conjectures, but this was phrased as a statement. Surely you are not suggesting that mathematicians go around publishing their guesses with language indistinguishable from their knowledge.

Strictly speaking, as you suggest, it wouldn't be wrong to write, "I thought about it, and although I don't have any reason to believe it, the notion that women don't form groups for the sake of comradeship settled in to my mind, and with a gust of wind, floated from there to this paper." However nobody would ever write that! Passing off guesses as knowledge only works as a career if you try to dress up your guesses as knowledge, for example by phrasing them in a way that makes it sound like they're already commonly known.