Nature or Nurture...it's a difficult question for all sorts of human behaviours.
There are a number of medical disorders that result in incomplete masculine development, even ambiguous genitalia. The most common chromosomal disorder, XXY or Klinefelter Syndrome which affects 1 in 1000 male births leaves it's sufferers with hypogonadism and resulting sterility as well gynecomastia (male breast tissue) and other androgynous body features. Being unable to integrate into a 100% traditional male role in a very binary world, some may identify with a feminine role or adopt their own personal gender expression.
There are probably psychological, cultural and other external reasons why some don't identify with their birth gender too, it must be a confusing place to be.
I guess you've got to feel lucky that you happily identify with the gender you were born with...live & let live with those who don't...but TS do need to advertise their status honestly if they enter the world of prostitution.