Some usually don't; and some usually do. The human species is sufficiently diverse in a way that a binary sex classification for a growing number of people is unnatural at time of birth; and being forced into binary classification regime for sex would be increasingly misleading given there is a growing number of people who don't fit into a simple male or female sex classification at time of birth and even well beyond.

Three of the ten biggest democracies in the world now accept and issue non-male/non-female sex listings on government-issued ID used for travel: India, Pakistan and Bangladesh. Hopefully their passports will get there too.