They do not. V's character is independent of gender or sex, which is cool. The most important thing about any person is seldom either.
It might seem that way with people with a non-obvious combination of sex and gender, but in that hypothetical person's case, the reason that is important is that they are in a society which would be unlikely to accept them fully.
I think it can be hard to accept that some things will never be answered or made explicit. Whether V is a male or female or whatever is a question that is built into our language, so I can see why the answer seems so urgent. But in the end, it is not what is important about this character.
The ambiguity draws attention to how much we like things sorted out and labelled, which might tell us something about how important those labels and categories are in our personal knowing who someone is. That tells us more about ourselves than it does about this stick-elf whose obsessions cost him/her his/her family and possibly soul.