Sure you do. If I call you a woman, do you feel the label correctly describes you? If so, you identify as a woman. If I call you a Zoroastrian, do you feel the same way? If not, then you don't identify as Zoroastrian. It's pretty easy.
Cis by default means it never bothered you to be called by the labels assigned to you based on your sexual phenotype, and therefore never thought about it. Agender means it bothered you, so you thought about it, and decided you don't like the other label any more either.
Agender, then, is ;to be bothered by all gendered labels;? I don't fully understand why this is the thing that defines it, but I do understand that definition and can work with it.