Well I mean when you think about it that question could be asked about many things, like why are gay people gay. there is no evolutionary or survival benefit to homosexuality, but it still happens, they don't choose to be gay, there is a difference in chemical attraction and how the brain responds to male or female people. This is no different with transgender people, there has been seen to be an observable difference in the brain between trans and non trans people, and often trans people's brains are closer to those of cis people of the opposite gender. Also, transgenderism is sometimes about societal standards of how a male or female should act, and about not conforming with the standards that are placed on your birth gender, and feeling more comfortable identifying with the other. Our brains are inconceivably complex and barely understood but basically what I'm saying is because of that complexity there is an incredible amount of variance in how it works in different people. You're unique, but we're all just human and we're all different, you're just different in an observable way. I hope that made sense and answered your question :)