The problem arises when one accepts that sexuality is not necessarily limited to 2 sexes. Medically, we recognized ambiguous genitalia over 50 years ago and thus realized that one's sexuality is not just based on genitalia or even chromosomes. There are individuals with only one x chromosome and none other, called XO, there are supermales with XYY, there are even those who although possessing the XY configuration, have bodies that are unresponsive to testosterone and are physically more female than male.
If this is all confusing to you, maybe then you will understand the use of the confusing pronoun, they.
