There are no conclusive studies, but there are credible hypotheses and studies in animal models that suggest sexual orientation and gender identity (as well as other neurological factors) may be impacted by prenatal exposure to hormones and endocrine disruptors.

The science is a long way from having conclusive evidence either way, but there is a reasonable basis to think that it might have an impact, which should urge caution. If we found a new material that looked a lot like asbestos under a microscope, you'd presumably limit your exposure to it until proven safe?