The egg is important for the chick to grow.I don't know, since the whole egg is so important not just the yolk it seems reasonable that it would be involved
But the sex is determined by the genes of the chick, which start as just one fertile cell on the surface of the yolk. By the time the egg is laid, the "chick" is a bit more than a single cell, but is still so small it should have no effect on the shape of the eggshell.
There are several ways to know that sex in chickens is determined by genes and not by egg shape or incubation temperature or anything of the sort. One way to tell: sexlinks work. Certain crosses of male x female will give chicks that have males of one color and females of another color. For example, a Rhode Island Red rooster and a Barred Rock hen will produce daughters that are black, and sons that are black with white barring. The barring goes from mother to son, never from mother to daughter. This reliably does work, which is only possible if the sex is determined by genes, not by any other factor.