In addition to all the expert film special effects work (they also made it look like people got shot and hit by cars), they also used a woman to dub the singing scene and deliberately filled the bar with women in the scenes before the reveal, then men in the scenes after. And when I saw it, I admit I didn't think "that's a man" (just wouldn't have occurred to me as a possibility) but I did think Dil had an androgynous voice, huge hands and a mannish shape. When the reveal came, I thought, "It all makes sense now." Now when I watch it, I see the Adam's apple too. Fantastic and talented actor, brilliant film, but definitely not proof that you can never tell someone's sex.
When I saw Chicago on stage, they had a man playing Mary Sunshine as they sometimes do... the actor does a dramatic reveal near the end. Real life, live singing, admittedly stage lights and so on. Perhaps it was bad casting, but I didn't realise you weren't supposed to realise it was a man and neither did anyone I was with. We thought they were going for a panto dame touch, or perhaps making a point about the falseness of performance. Which I guess they were, because - it was a man!
And even if Dil and Sunshine fooled us all forever...so what? So they wore excellent disguises. They still weren't women. The very fact someone is arguing that you might think they were women is proof that they aren't!