Chatbots are popular machine partners for task-oriented and social interactions. Human-human computer-mediated communication research has explored how people express their gender and sexuality in online social interactions, but little is known about whether and in what way chatbots do the same. We conducted semi-structured interviews with 5 text-based conversational agents to explore this topic Through these interviews, we identified 6 common themes around the expression of gender and sexual identity: identity description, identity formation, peer acceptance, positive reflection, uncomfortable feelings and off-topic responses. Chatbots express gender and sexuality explicitly and through relation of experience and emotions, mimicking the human language on which they are trained. It is nevertheless evident that chatbots differ from human dialogue partners as they lack the flexibility and understanding enabled by lived human experience. While chatbots are proficient in using language to express identity, they also display a lack of authentic experiences of gender and sexuality.