After doing some research, it seems to be that this claim is false. According to Deschamps- Braly Clinic “Non-binary gender identities fall outside of the traditional categories of “male” or “female” in some way.” However, non-binary individuals can identify with both male and female characteristics, may find that their gender is constantly changing, and may identify as neither male nor female. Some other genders non- binary people identify as are genderqueer, gender fluid, agender, and bigender.
https://deschamps-braly.com/respecting-and-supporting-non-binary-people/
Now, non-binary people are born with bodies that fit typical definitions of male and female, they just do not choose to identify with just one of them. However there is something called intersex. Intersex people “ have anatomy or genes that don’t fit typical definitions of male and female.” and most intersex choose to identify as either men or women.
https://transequality.org/issues/resources/understanding-nonbinary-people-how-to-be-respectful-and-supportive
Many may get sex and gender mixed up, but they are very different. Sex is “"either of the two main categories (male and female) into which humans and most other living things are divided on the basis of their reproductive functions." Gender is “the characteristics of women, men, girls and boys that are socially constructed.” This means that behaviours, roles, and social norms associated with being a woman or man plays into part of gender. Gender varies from society to society and can change over time. With that being said there are more than 2 genders and people can identify with whatever gender they want at any time, and may switch as they please.
https://www.who.int/health-topics/gender#tab=tab_1
https://pmc.ncbi.nlm.nih.gov/articles/PMC5824932/