I figured his is an established pronoun and I entered majesty an honorific,
Well, he’s wrong ... and for direct address, they’d have to use “Your Majesty,” which is gender neutral.
Nobody studies grammar these days.
Seriously, though, I’m amused at the whole thing, although I see the value for foreign students in being able to identify their sex to the instructor/other students. What American knows whether Chen Min is a guy or a girl?