Not a sin, but a "gift" of singleness:
"Recall that in this passage Jesus is discussing eunuchs who were "born" that way, "made that way" by men, or have "renounced marriage because of the kingdom of heaven." While the context of this statement by Jesus is clearly centered on the questions of divorce, marriage, and God's created intent for human sexual expression, it's comforting to note that Jesus frames both the beginning and end of his comments here with an acknowledgment that not all can accept this word – indicating deep compassion on His part with those who find themselves in circumstances whereby they are unable to enter into the "one-flesh union" of marriage, whether by design, mutilation or personal decision. Moreover, Jesus indicates that this calling is given to only a few – implying that abundant grace is afforded to those who, for whatever reason, are to bear what Paul refers to as the gift of singleness (1 Cor. 7)." -- Focus on the Family on Intersexuality
In other words, if they aren't typically male or female, or if they can't have typical sex, then, according to some, marriage is out as an option. I find that view quite offensive. But it's how Focus wants to deal with it, as it keeps their black-and-white world simple. I doubt they are unique in these views.
So not a sin..at least until you have sex or get married...