I'm genuinely not sure where you get that Joel Grey's emcee "would" use they pronouns and identify as non-binary. Just as much as I don't get why someone would so confidently assume him to be straight. Not sure why one assumptions makes more sense than another, and it really bothers me when people in a modern day assign presumptions about what people in the past "would" do "if" xyz. Even with non-binary as an option to identify, the Emcee (as played by Grey) might very well not identify as non-binary, or might be gender queer but not specifically use they/them pronouns.
Such a strange thing to assume and assert, especially in the effort to question or dismantle someone else's assumption about sexuality or gender of a character.