This isn't entirely true. A lot of the time, claiming to be another gender is just plain narcissism. A claim that you are different from the masses, more special than they are, better actually, and thus they need to address you by your proper title pronoun in any and all places and contexts. Because you are a noble aristocrat and they are worthless peasants who cannot possibly comprehend the burden it is to be you. And that since you are not either of the "regular" genders, that you are thus subject to oppression, particularly from the tyrannical Patriarchy, and are thus entitled to the same privileges and protections afforded to the other minorities, because you will surely be disadvantaged without them.

Though I suppose you could claim narcissism is a mental illness as well. But if it is, then I would consider it the psychological equivalent to Bubonic plague, something so deadly and dangerous that you cannot and should not be part of ordinary society.