There's also the communication accuracy issue. Words can carry a host of connotations and implications (e.g. pronouns carry information (in the information theory sense of shifting the probability distribution) regarding how deep someone's voice sounds) and using words that give the listener an inaccurate impression is a cost, however minor.
How much information is transmitted (and thus how big the "lie" is) depends on how different the male and female probability distributions (along many axes) are and how different they are to the transman and transwoman distributions. Which is obviously a very complex thing to figure out (are men and women identical other than outer appearance in X society? Obviously not, but how different they are is very unknown, for any X).
Imagine you meet someone named William. Maybe you become familiar with them and call them "Will" and they correct you and say they only want to go by "William". From that point forward, calling them "Will", "Willy", "Bill", "Billy", "Liam", or anything else besides "William" is rude. It doesn't matter that society at large thinks those names are all acceptable alternatives. An individual person told you their preferences and you ignored them. That is rude.
Pronouns are the same. You call people by what they want to be called. Anything else is rude to that individual.
Note that whether this is bad behaviour or simply correct and truthful usage of language depends on which version of English you are using. There was a recent fork around a slightly changed the meaning of he/she.