It’s because, as unpopular as it is to say, women get a *lot* of advantages in the West for being women — the dating market is much, much, much, much easier (even given the risk of violence), and if you’re a reasonably attractive woman, many doors just open for you (sometimes literally).
Even women who claim not to want these advantages benefit from them, and especially if they are non-sociopaths and pretty, they often don’t even realize they are walking the easy path in many areas.
I am not trans in any way, but if I could’ve been born a woman, I’d much prefer that. It would’ve made most of my life easier (and some parts harder).
So, then, it makes sense from a benefit-maximization perspective to keep being a woman, while attempting to negate the worst parts. It’s an understandable strategy. You can see that strategy here, where Alice still benefits from being a quite attractive, slim woman, while attempting to negate the worst parts of being a woman:
Not to pick on her (I like her, she’s smart), but it’s the strategy in action.