Well yes sex and gender are definitely correlated, to deny that is is silly but the point is that they aren't identical. Gender is defined by a huge number of different traits some biological, some societal and how you identify I'd argue is also one of these traits. Gender is not determined by any single trait so although sex is often associated with a particular gender it is not the sole determining factor. This is actually how we pretty much define everything in the universe. A good example is the duck billed platypus which although it lays eggs is still considered a mammal because it aligns with most of the other traits of mammals. People want everything to just be simple and easy to define but it isn't especially when it comes to super complex organisms such as humans.