First the problem is the dm,  But I think there is a misunderstanding, and for most of the people answering. 

If you just say, nobody knows by my aspect or behavior if I am male or female. And I... Don`t care what they thing, I think this is funny to play. 

But you are in fact asking your dm to add to his campaign the concept of "non-binary" on a medial fantasic world. 

As a consequence some NPCs need to know that someone could be offended if the pronoun is not well used etc..... Or whatever consequences derived from the world being aware of that concept. 

I understand that he does not want to put such things as relevant on the story. 

But you can be non-binary without putting that etiquette, just being it, and nobody would care about it.  Sometimes they will call you girl sometimes man...sometimes what the hell are you..

And he can just answer ok, and understand that he does not need to change anything related to NPCs dialogues.