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.