It’s actually exactly the same, but not rude to people who take things offensively. It’s cool that you’d appreciate that option, but not everyone would like it expressed that way and websites have to appeal to everyone.
FWIW, at least as far as the US govt is concerned and these statistics are required for diversity data, “Prefer not to say” is counted as Male.
They are used for demographics that are required by federal law for some business', for example filling out an application for a loan, they have to collect this information so they can prove they offer services to everyone regardless of race or gender. I realize that this is a joke from but most of the list include Male, Female, Other (with an input field), and prefer not to say. In case you wanted to know.
In Sweden there's a restaurant franchise called Pinchos that only takes orders through a mobile app. When you register for an account you are asked to choose gender between "Male", "Female", "Other" and "Whatever 🖕" (i.e. the middle-finger emoji). I picked the last one.