As opposed to what?
As opposed to what?
I don't think people necessarily choose their sexual fetishes either, though gender dysphoria strikes me as more of a compulsion than a sexual thing.
We used to consider depression as a psychological phenomena. That is, we used to think that we could make a person think their way out of it. Either though CBT or some other kind of psychological treatment.
Since then we have learned that neurological factors, in particular neurochemistry which are correlated with depression. We now know a person cannot think their way out of depression - we have developed treatments with varying success, although we still have a way to go.
So it's not true that "We now know a person cannot think their way out of depression."
In the nature vs. nurture debate, this is a nature-side of things.
Psychology would mean it's a software thing. The analogy would be software with some logic errors in it s.t. no matter how good the hardware is, you end up with the incorrect result.
In a nature vs. nurture debate, this is a nurture issue. For example, childhood trauma might turn into some kind of aberrant behavior in adulthood.
Either condition might produce similar or even equivalent results, but the root causes are different and "fixing" them requires different approaches.
And then there might be poor folks with a combination of both factors.