Why did Poe say there were 3 species: man, woman, and Margaret Fuller? Why did Margaret Fuller create a fictional character of a nineteenth-century woman to talk with?

There are many theories for why Poe made the assertion that "humanity is divided into men, women, and Margaret Fuller."
However, the most popular theory rests on how the men of Fuller's time related to her. I will endeavor to address this by referring to Edgar Allen Poe's criticism of Fuller and her work. You can read Poe's critique here.
If you prefer, you can search for the critique by its title: Criticism by Edgar Allan Poe, The Literati of New York City - No. IV. (B), Godey's Lady's Book, August 1846, pp. 72-78.
During her most prolific years, Margaret Fuller was admired by men for her incisive intelligence, wit, and powers of analysis. Despite this, however, few men found her attractive, perhaps because her feisty and dominant persona often made them uncomfortable. Emerson proclaimed that Margaret "carried too many guns." Certainly, men found her assertiveness abrasive. Edgar Allen Poe expressed male ambivalence towards Fuller best when he proclaimed that "humanity is divided into men, women, and Margaret Fuller."
To Poe, Fuller was a conundrum. Although she was biologically female, her behavior was seen as neither feminine nor representative of the best of her sex. In Poe's critique of "Woman in the Nineteenth Century," Fuller is represented in ambivalent terms. Men admired her intellectual gifts but were turned off by her unabashedly insistent nature. Poe admitted that few women could have written her treatise, even as he insisted that her conclusions were "radical."
At the same time, he allowed that her theories were neither "too novel, too startling, or too dangerous in their consequences." The only objections he had were that Fuller distorted too many "premises" and ignored important "analogical inferences." He criticized Fuller for ignoring the fact that sexual differences were divinely ordained.
Poe also maintained that Fuller was not wholly objective in her treatise: after all, she appeared to judge all women "by the heart and intellect of Miss Fuller," despite the fact that there were "not more than one or two dozen Miss Fullers on the whole face of the earth." At the same time, Poe lambasted the "silly, condemnatory criticism" of Fuller's work. At the end of the critique, Poe insisted that although Fuller was reasonably attractive, the distinctive thrust of her upper lips often conveyed "the impression of a sneer." So, Poe's assertion about humanity is centered on male ambivalence towards Fuller.
In Woman In The Nineteenth Century, Fuller addressed a fictional character. The text gives us some clues as to who this character represents: the American "everywoman." Fuller hoped that the average American woman would listen to what she said and support her conclusions about feminine intellect, female agency, and gender roles. Fuller spoke to the American woman because she believed that women were the female gender's best advocates and supporters.
Fuller maintained that women should love truth and excellence. To this end, she argued that they should resolutely reject their coquettish nature:

It must happen, no doubt, that frank and generous women will excite love they do not reciprocate, but, in nine cases out of ten, the woman has, half consciously, done much to excite. In this case, she shall not be held guiltless, either as to the unhappiness or injury of the lover. Pure love, inspired by a worthy object, must ennoble and bless, whether mutual or not; but that which is excited by coquettish attraction of any grade of refinement, must cause bitterness and doubt, as to the reality of human goodness, so soon as the flush of passion is over.

So, Fuller created a fictional female character to talk to because she believed that her conclusions about female agency would be better accepted by members of her own sex.

I believe that, at present, women are the best helpers of one another.
Let them think; let them act; till they know what they need.

These are likely the conclusions that Poe criticized. He maintained that Fuller neither gave credence to divine appointment of sexual differences nor acknowledged the possibility that female objections to her thesis would arise.
For her part, Fuller was especially interested in promoting the concept that men and women possessed both female and male energies in themselves ("There is no wholly masculine man, no purely feminine woman."). Thus, amity between the sexes could not occur until both acknowledged this sexual dichotomy within themselves.