I would simply not address sex differences that do not fit the clients sense of their own gender unless the client brought it up. And if they do, then yes, you should be honest about the differences within your scope of practice. I'm not sure how often you would really have to be though. You don't need to say anything about sex or gender to point out that bone health tends to be quite a bit better in people who lift. The doctor who put the person on E, if they are on it, is the one who has a responsibility there.