I was gonna say the same thing as soon as I read it - everyone should choose X.
But I imagine they still know your real gender, which probably shows up in the computer (soon to be referred to as the "bigoted computer").
I fear having a record w/ an X gender may bite you one day when some smart insurance company realizes they can accurately predict mental health issues and troublesomeness via that field.
...Hodge Twins present an opportunity...