Only if you assume that the character isn't a hermaphrodite to begin with. After all, while we have a choice between a male-looking portrait and a female-looking portrait, there is no in-game official pronouncement of the character's gender. I don't even think there are any third-person pronouns referring to them. Nor is there any gendered clothing. So each of the characters could be male, female or any non-standard gender (including hermaphrodite). Enjoy thinking about that the next time you roll up a character.
Diggles are asexual and reproduce by budding. They lay eggs so that adventurers can eat them. BTW, the logic here is flawless, but only in videogameland.
I kinda want to start a Diggle fan club. Because they're so cute and cool (penguins with drill beaks!). Werediggle <3 Okay, sorry, just getting my fangirlish gushing out of the way. And, seriously, I'm actually glad to see the confirmations about them constructing the dungeon and fun stuff like that.
In short, when slowed down, the diggle sound file sounds something like a crowd saying "Whoooooo" very slowly. Number 3 in that list of files sounds like a herd of happy babies, I think.