Narrowing things down is easier when you control for one aspect instead of multiple ones.

If, hypothetically, being trans inverted the expression of the gene for being gay, you'd have a harder time finding the gene until you accounted for it. By eliminating the possibility, you make it easier to find the gene you're looking for.

If you can't find the gene in the smaller pool of subjects, you weren't going to find it in the larger one. But if you did find it, you can learn how it affects everyone in a different study.