So disclaimer here, I’m only savvy on the molecular bio and can’t speak as much to the actual healthcare side of things, but the actual diagnosis is a little more complex than what I’ve written here. Sometimes streak gonads (gonadal tissue which failed to become fully functional ovaries or testes) will still contain some testis or ovarian tissue which will produce hormones. Just depends on the severity of the gonadal dysgenesis.
But as you’ve written it here is seems NPR is implying the surgery itself causes bone density issues? Those issues arise due to an absence of sex hormones, which would still be a problem in complete gonadal dysgenesis. This is why treatment is usually paired with hormone therapy as well as surgery.
I can’t speak to the relative risks of either, though. As with any surgery and treatment, it’s a medical decision with a lot of factors.