People who don't feel resonance between their label, treatment, and self-concept will question why that is, up to questioning aspects of their identity themselves. Once unmoored from a proscribed identity, people can find the ambiguity uncomfortable and untenable, and may adopt a concrete identity that fits more closely.
That doesn't make the adopted identities any less true, of course. Identity is socially-constructed, so deciding that you feel more comfortable presenting as a woman isn't any less justifiable than being assigned good ol' football-playin', roughhousin', English class-hatin', red-blooded American manhood at birth. Calling yourself a wolf or an orc is probably more extreme, especially in general contexts, but at a convention where you're surrounded by a thousand other people who find it easier to connect when they've thrown on a (literal or figurative) bear sark? Go ham.
In the end, of course, you're just you. All of the labels - even the ones you internalize and externalize - are just ways of trying to communicate, and to make being around you easier for other people, in part by giving them a box to put you in and to understand you by, because that's what our pattern-matching ape-brains like. The mask is a mask; it's a cover, not a substitute, for the totality of a person's being.