Re: Is this just an English thing ?
Well, it's complicated...
Lots of languages have gendered pronouns but that can get mixed up with grammatical gender and case so the gendered pronouns may not always be distinguishable.
Of course, we have a perfectly acceptable gender-neutral pronoun in English: it, but it's associated with inanimate objects and to use it in connection with people is unlikely to be helpful.
The real problem with the pronoun debate is that a pronoun is something that someone else uses to refer to you. Few people would be bothered about someone choosing the way he/she/they talk(s) about him/her/themselves, but it's more of an issue when that person insists they have a right to enforce that choice on other people - I certainly wouldn't be referring to anyone as Lord X or Your Majesty, for example, however much offence was taken and I doubt I could call anyone "The Artist Formerly Known as Prince" with a straight face.
There's a strong case for not using pronouns if they can be avoided: they're actually confusing if you have more than one he or she and they is very non-specific. Unless or until such time as language evolves to accommodate this phenomenon, unusual usage is simply drawing attention to the thing that is supposed to be irrelevant so avoidance would seem to be the best policy.