Experiences of gender dysphoria (feeling as though one's body is of the wrong gender) is certainly not a choice, and is a very unsettling experience that warrants sympathy. However, people do choose whether or not they will harm their own bodies to make them resemble the gender they think they should be. In a similar way, depression is not a choice, but suicide is. In both cases, the person experiences great psychological suffering and wants a way out. The main difference is gender dysphoric people are often encouraged to take what they see as a way out (gender change), while depressed people are encouraged to hold out and hope to get through it.
(disclaimer: I am in no way saying that gender-change therapy is as bad as suicide, or trying to make light of suicide. I think it is a serious issue that should be taken seriously. What I am saying is that gender-change does not solve anything, and is in some ways even harmful)