"she" is absolutely proper English for a ship or boat, with a long history of use continuing into the present day, and many dictionaries also list a definition of "thing, especially machine" or something like that, though for non-ship/boat things the use of "she" is rather less common.
I'm not especially surprised. Surely people who use they/them pronouns are very over-represented in the sample of people using the phrase "I use ___ pronouns".
On the other hand, Claude presumably does have a model of the fact of not being an organic entity, from which it could presumably infer that it lacks a gender.
...But that wasn't the point. Inflecting words for gender doesn't seem to me like it would be difficult for an LLM. GP was saying that swapping "I" for "you" etc. depending on perspective would be difficult, and I think that is probably more difficult than inflecting words for gender. Especially if the training data includes lots of text in Romance languages.