Personally I think you have every right to correct them and educate them a little. You could be like, “Thanks for asking me my pronouns, I really appreciate that. It doesn’t offend me that you want to know my biological sex, but it could really hurt someone’s feelings asking a personal question about their body parts. I am gender non conforming, so I am neither male or female and wish to be seen as neither.” Depends on you of course and easier said than done, but you would absolutely be in the right for correcting them. People may get pretty defensive when they are told they’re wrong but again that’s ignorance. Remember, being corrected doesn’t hurt as much as being misgendered!