Agreed; at least in the English language, people should not presume someone’s gender from their name. Most so-called “androgynous” names like “Alex” aren’t really gender-neutral anyway; they’re gender-ambiguous. Alex is usually assumed to be a nickname for Alexander or Alexandra; Pat is short for Patricia or Patrick, etc. And nowadays, parents are being heralded for giving their daughters traditionally “male” names as they signify strength and power, but give a son a traditionally “female” name and they risk becoming a target for mockery and bullying.
Choosing what I felt was a truly gender-neutral name was important to me personally; Pax is Latin for “peace”. But there are plenty of non-binary people who have traditionally gendered names: Jacob Tobia, Justin Dennis, Marilyn Roxie, etc.