couple in bed

"They" has long been used as singular when gender is unknown. For example, when I was a kid and the phone rang, my mother would tell me "See who that is and find out what /they/ want."

Agreed! But "they" in your example referred to a "he" or a "she", and not a neutral or third gender.

However, this is supposed to be funny and represent the confusion someone might have. "They" has been used in literature as well, to represent the "he and/or she".