But what language means does change. The term "gender" used to mean basically the same thing as "sex", but now it's evolved to mean "the other stuff, aside from biological sex". How they act (for dogs), or that and also how they want to be perceived (for humans, but maybe also dogs; I've known quite many dogs over the years, and that includes a couple of bad-ass bitches that wanted you and the other dogs in the room to know who was boss).
Language evolution is often uncomfortable.
I don't like that "crypto" means the grifter funny money shit now, instead of cryptography like science intended... but it does. My objection doesn't change that; it's a consensus thing. It might be the same for you.
Do they have to bring it up? I mean, kinda debatable, maybe. I did ask about sex, not gender. Strictly speaking, no they didn't have to bring it up. But in that same vein they could have just answered, "Male or female." That would have seemed somehow insufficient. Adding context is pretty core to what these fuzzy-logic language-model generated-text vendors are offering.
But anyway, it's not really debatable that dogs "express gender identity". Because that now means "how they act and how they express themselves". It indeed "doesn't exist" as some kind of empirical boolean value (unlike sex (ignoring for simplicity the highly unusual biological intersex cases I just learned about, haha)).
Because, in the now-prevailing meaning of the term, it is literally an interpretation of their behavior.
It doesn't negate or contradict biological sex, it just now means something separate.