There are lots of potential conversational paths with a chatbot and sometimes the user will type something weird that breaks the intended conversation flow.
Users want to know if are interacting with a human or with an AI. For example, where a customer service chat interface can be handled by either a human agent or a bot, the user wants to know which one they are talking to.
The user does not want to be misgendered by an AI. In fact, the user does not want a piece of software to make any assumptions about their gender at all.