Title is misleading. When it comes to sex behavior, for example, hormones absolutely matter. But this study assessed open-field behaviors, what mice generally do to explore their environment. The take-away isn't "hormones don't influence behavior."

The take-away is this:
Instead of using male mice for most general behavior studies, we should consider using females. They have less variability in their exploratory behavior than men, and estrous cycle doesn't seem to influence this particular measurement much. The authors say: "Our findings argue for the inclusion of both sexes in experiments querying behavior and support the perspective that females—rather than males—should be the default sex used in studies of exploratory behavior in circumstances in which both sexes cannot be tested."