If we begin with a premise such as 'parallel lines never cross' and everyone considers that true, or a fact, or obvious, or whatever, then we can all live in Euclidean geometry comfortably. When someone asserts that 'parallel lines always cross,' it may open up the possibilities to many new ways of understanding. Similarly, if we consider a bit as a thing which is either a 0 or a 1, true or false, black or white, we can do a lot with that. But if we open the possibilities to fuzzy logic, or to qubits, we can open up the possibilities even more. For me, treating "sex = gender = 0 or 1" is similar to the analogies I just gave. Someone I know has one blue eye and one brown eye; I have always wondered if in a class on genetics he was being taught about recessive traits and eye color was given as an example, would he raise his hand and say to the teacher, "I think it's more complicated than we are being taught here..."?
If I were your mentor at MSU, I would encourage you to always check the 'prefer not to answer' response and get back to your lab work. I recently read a description of all this stuff as a sort of denial-of-service attack on academics who are vulnerable to it. That analogy rung true for me.
As to any mandatory trainings that require a particular "correct" response to pass, I think there are other university professors who have successfully challenged those; probably with FIRE's help. I know a person who once wrote a computer script that randomly clicked and typed in the boxes until it eventually finishes the test. It took many hours to write the script, debug it, and then many hours for it to randomly succeed in passing the test by randomly clicking on the screen. If you took that approach, at least you wouldn't be coerced into expressing something you didn't believe.
In the likely event that you wouldn't want to spend the time to write such a computer program, perhaps you could adopt an attitude that your responses are not meant as what you truly believe but what you believe the test makers consider the correct answers.
To this day I still remember a question on driver's written test that I took 40 years ago that was scored as incorrect, and I was adamant that the question was poorly written and my answer was not incorrect. As I have advanced in academia, it has become increasingly difficult for me to answer any multiple choice tests. Mandatory trainings drive me bonkers; I have to adopt a self-defensive attitude of "just answer what I think the test makers consider the correct response" and even then I feel violated. Watching this video has helped me about DEI trainings. https://banished.substack.com/p/diversity-equity-and-inclusion-on?s=r