That's not exactly right.
As I understand it, you sort of get to choose your gender, but society has to accept your choice.
If I declare myself a woman but make no attempt to "live as a woman" as society sees it, I'll appear to be taking advantage of the system, and my choice will be rejected and there will be social consequences.
Conversely, if I do appear to be making an honest attempt to be a woman, and you don't accept it because of your conservative values, then you cannot reject my choice, because that's bigoted.
Yes, you can change your mind about your gender, but you really need to do it in a life-upending way that feels risky and permanent and committed, then you'll be celebrated. If you phone it in, people are going to be offended and you'll be rejected.