Just because you don't feel something, doesn't mean you can dismiss the mindset of others. Many people feel and demonstrate that gender is separate from sex and can be very much non-binary. It surely exists, whether you like it or not.
You are not using the same definition of "gender" as me, and so your reply doesn't make sense. Sex (what you are born with), and gender (what you perform as), are two different things. No, you can't change what you are born with, but you can change what you perform as. Whether you think this is right or not doesn't come into it – it simply is. A great deal of people perform outside of the gender they were brought up as. If you don't like that, that's one thing. But it does happen. And why not let those people be happy and comfortable?
I'm still of the opinion that "gender" should refer to the grammatical concept alone, and this new usage should get its own word. It irks me even more when people use it as a synonym for "sex".
They presumably could. I'd say a car construction robot is ungendered but, as a fictional example, Bender from Futurama is male gendered. Ungendered would be "other" I would say.
There are other answers: http://en.wikipedia.org/wiki/Gender
Edit: Thanks for adding other.