Well, literature is rife with psychological damage of medically transgendered/hermaphroditic children being forced into the wrong gender by their parents.
So where does the supposition come from that it's not also harmful to not recognize the gender of a child who arguably does have an established gender?
Furthermore, even as a rather individualistic Libertarian, I still have to recognize that Homo Sapiens is a social mammal. Therefore, what the rest of your surrounding population and embedded culture thinks
does matter, at least to a degree. And if someone wants to argue that gender roles are some sort of socially constructed artifice, we have had what amounts to double-blind control studies of sorts. Isolated indigenous people around the world that have gone without outside contact by other groups for thousands of years have all had gender identities/roles present in their societies.
Also, I'll go out on a limb and state that people who hold to the idea of gender as artifice, and feel it's "imposed" from without, generally tend to be liberal politically, and secular in outlook. As such one can assume that these people take a scientific/evolutionary view of human development.
So I'd have to ask, do the "natural" great apes have gender roles and identities? Don't juvenile gorilla and chimpanzee females cradle sticks, while the males throw them?
If someone seriously wants to argue that there is no risk of harm to their children, or any possibility that their "experiment" is unethical, I'd think they'd also have to agree that the The Tuskegee Syphilis Study wasn't harmful or unethical either.
No one should construe what I say to mean that this gives anyone, society, or family, the right to force a gender role/identity on someone who does not feel such a role is for them,
and came to that conclusion of their own free will. At the same time though, I'd argue what these parents are doing through "inaction" is no less damaging.