I'd argue that as with An Unexpected Journey and with Labyrinth, Goblins could be male or female and you wouldn't know it, because these are degenerate troglodytic people of an already twisted race of mutilated, twisted, tortured, defiled, corrupted, and indoctrinated Elves and/or Humans. Or they sprung from mud (but were somehow cross-bred by Saruman) per the Fellowship film. Either way, the concept of gender, orientation, and sexuality doesn't seem to apply to Goblins when used for this purpose.