It is easier in other languages, but in English some worry
about "I prefer not to detail" not being an answer to the
question used as label of the option; parentheses should
be enough to clarify it is about not answering the question
because you don't care.
Also put such (default) "zero answer" first and move feminine
before male as suggested by Jared to avoid any appearance of
bias in the user interface, though the fallback works that way
in the code anyway for merely grammatical reasons.