They should, but I bet they don't.
They really should and also, sue Matthew Tharret. http://www.queerty.com/is-sam-smith-the-worlds-next-great-male-diva-20140327
They likely identified as male at the time, so I don't see the need. Also, I don't know if you can even do that.
Have they confirmed that they identified as an XY?
There's no reason to. So no.
But they don't identify as a male so, there is a reason to.