They are pretending. If you checked their chromosomes they are who they are and they can't replicate by either producing sperm or carrying a baby. It's not natural that's for sure.

I think it's about 6,000 years too late to use a 'it's not natural' fallacy here.
But again, it's not 'pretending'; it's mitigating the distress that their condition causes them. Chromosomes are utterly irrelevant in day-to-day interactions.

If it causes them distress then perhaps they should just embrace and accept who they were born to be and stop faking it. We have enough fake news in the world already.

Millions of transgender people tried exactly that with no success.
The distress doesn't just go away when you say "OK, was born female and can never be male". If the condition could just be 'willed' away with happy thoughts, we wouldn't have transgender people at all.
This is why the world leaders in psychology and medicine (the APA and the AMA) recommend transition as the most effective therapeutic treatment.