First, gender is a socially defined construct.
So, the answer to your question is simply "yes."
If Gender is a socially defined construct, he identifies as male, in spite of not having a sex given that he is not corporeal and cannot have genitalia.
So those who are born without sex (depending on what model you use to define it) are closer to the divine than we are. Perhaps it is true what Native American Tribes said that those who were outside of gender/sex norms were closer to the divine than the rest of us.