As a fun aside on language, I prefer "they", explicitly, e.g. I pick "they" in pronoun dropdowns, I often wear a "they" pronoun pin, and so on. But insofar as people think in terms of these different versions of "they", I prefer the "'unknown/unspecified' version" over the "'prefers they' version"! Turns out that's hard to communicate.

If being annoying by (not-)answering with "mu" to all gender/pronoun questions communicates it better, maybe it's a point in favor of being annoying!

IMO it points at some cracks in the perspective that there are different versions in the first place.