Nationalities are defined by the place you born or by the origin of you parents, something which it’s beyond your control and define yourself as something/someone, trans people are self-defined so it’s not something outside their control.
It’s like saying if I feel like someone who born in America and it’s white I should be treated like it beside I’m being black and born in Africa.
I can feel and define myself as whatever I would want, but there is a big difference between it and enforcing other people to see me as I see myself.