Indya Moore is a trans woman (like yours truly) so they are not 'biologically female'.  Besides which the actor doesn't dictate the character - otherwise Miss Piggy's 'biological sex' would be male because she's voiced by Frank Oz.  

Part of the plan, if I had to guess, would be that Shep is intentionally androgynous.  Every non-binary person, whether with XX, XY or any other chromosome pattern, can identify with them as a result.  Shep is Shep - no more, no less.

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