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Nope. I understand why it feels weird - they’re attracted to your gender, and you think they might not try to look away. However, most gay people respect privacy of all people, wether they like that person’s gender or not.

Its not wrong

That's just called being nervous, hon
It's not particularly "wrong"

Your body is your own. It's not abnormal to feel uncomfortable, and it's certainly not abnormal to want to keep your body out of other's view. You always have the right to your privacy and your body and If you don't want others to see your body that's fine.

What are you afraid of, though? They have probably seen quite a few people of their gender change and nothing happened. And being interested in your gender doesn't necessarily mean they're gonna find you "irresistable" or something like that...