"Someone is coming."

Translation: कोई आ रहा है।

[tulika2014]

Says one burglar to the other

[shrikrishna1]

कोई आ रही है, यह ग़लत कैसा हो सकता है?

[Atufa7]

When you ask a question, You don't know the gender (In hindi things too have gender). So you try to make it neutral or masculine.
The second sentence you said should be "यह ग़लत कैसे हो सकता है?" Since, again, the gender of sentence is neutral.

कैसा for male कैसि for female and कैसे for neutral.

[yaz987028]

Questions asked are always in masculine form.

[swatipandit44444]

Main aa rhi hu ☺️

[soobee620]

Why is this not किसी?

[vinay92]

When used by itself (ie, when not attached to a noun like किसी आदमी, किसी चीज़), किसी is used only when it is an object of a postposition.
Eg: किसी को बुलाओ - Call someone (किसी is the object of को).
किसी ने फ़ोन किया था - Someone had called on the phone (किसी is the object of ने which is not strictly a postposition but works like one for all practical purposes).