"Problems arise when selecting a personal pronoun to refer to someone of unspecified or unknown gender (see also Mixed and indeterminate gender above). Traditionally the masculine has been used as the "default" gender in English."
It's just proper English by traditional standards to use he when you don't know the gender of the person. People take it as some kind of an affront, but those of us with English training were just taught that way in college. Source: Minor in English.
And many of us object to that male default. About the first thing I learnt at any serious level of linguistics teaching is that language does not stand still, it evolves. It would be trivial to say "did they say they were in the bay area" in this instance.
Using "they" would be grammatically incorrect since the subject is singular. To be politically and grammatically correct I could have gone with "he/she" or "the OP" but statistics and history are on my side with "he" knowing the demographics on this site.