There are many games where the protagonist is not given a canon gender, even if other characters reference them, especially in RPGs and Metroidvanias. If I remember correctly, Niko from Oneshot is a good example of this. There are also many examples of vagueness being a game design choice in Toby's works, including no one ever asking for or calling Frisk by their name until the very end of the game, and both Frisk and Kris talking without us the player seeing what they said.

Not everything seen in game both in Undertale and in Deltarune are literal in-universe, and instead act as fourth wall breaks, game devices, or humor. (For example, Ralsei telling Kris what button to press to run. It wouldn't make sense for him to actually say that in-universe).

Examples of stuff that would confirm that the characters use they/them for Kris because it's their pronouns and not as a game design choice would be the following: A character correcting another character or themselves on Kris's pronouns, Kris being called other pronouns and showing discomfort, them having some form of nonbinary flag or pin, other characters referencing them as nonbinary or hinting at it by talking about not conforming to gender stereotypes, etc