This is one of quite a few challenges that come with being LGBTQ. I'd suggest sticking up for yourself and correcting them. You are your best advocate when it comes to being treated right by others. If you're not willing to correct them, then no change will likely happen and you'll likely feel like crap.
Besides, you are a msmg mod. If they give you too much crap about wanting to be called the correct pronouns, you can get them for harassment. Or you could tell them that they should focus on going after users who are actually doing something wrong. If they go after someone for their pronouns instead of a zoo or pedo, they need to get their priorities fixed.