I get it. Here's my take and this doesn't apply to all but if some of them are being honest it applies to quite a few. Some of the transgenders don't want to be labeled as gay because of the stigma or they just can't be honest with themselves and live with themselves and admit they are gay. So to prevent that and be able to live with themselves they then consider themselves "women" (i.e. transgender). Then having sexual relations with males wouldn't be considered gay but "straight". I understand that.
The ones I don't get are the transgenders with real female girlfriends. They obviously can carry on a sexual relationship with a female no problem and are attracted to females. So why put themselves through all the trials and tribulations of being a transgender? It makes no sense to me at all. I guess some like the attention being one gets or the reactions they get from others. Now would that be considered a mental illness? I don't know I'm not a psychologist.