While we know transexuality—people having gender identities or conforming to gender norms other than those corresponding to their assigned sex—is preserved across millennia and disparate cultures [1], it’s unclear if it generalises beyond humans [2].
We do, however, see homosexuality across both time and cultures in humans and in animals [3]. That preservation strongly implies evolutionary benefits, whether as a side effect or—more likely, given its strong presentation in social animals—group selection.
So no, I don’t think there is evolutionary pressure for parents to reject trans (or gay) kids. Especially when they’re in a resource rich state.
[1] https://en.m.wikipedia.org/wiki/Transsexual#Historical_under...
[2] https://daily.jstor.org/transgender-proclivities-in-animals/
[3] https://en.m.wikipedia.org/wiki/Homosexual_behavior_in_anima...