We should still record someone's sex accurately if they are shoplifting.
Either sex is completely irrelevant and therefore there is no need to record anyone's sex at all, or it has or may have some relevance in which case it needs to be recorded and referred to accurately.
Even if its relevance is just for monitoring crime statistics to aid policy-making, if sex is being recorded for some people it needs to be accurately recorded for all people or it messes everything up.
By all means record sex and include detail about their special gender feelings as well as their sex, but if you're recording sex, and referring sex, then it needs to be accurate.