I think it's harder when their main reference points to gender identity are either their own age or careful media image that are promoting the be kind ideal without actually looking at actual facilities or the wide range of people - like any group, some are lovely, some not so much, and with safeguarding, we have to think of the worst cases.
My teenagers thankfully haven't gotten into this - I'm not sure if there are particular reasons. DD1 has had lessons discussing gender identity in school, and my repeated refrain is 'that's one way of looking at it, there are lots of other ways people see gender, gender identity and gender dysphoria'. It also might help that they know trans adults and other dysphoric people who are my age rather than their own who have had a wide range of opinions (including that much of our local facilities are just not suitable for mixed sex use when they only have waist high walls between stalls...) which I think combats some of the ideas that all trans people want X or that all people with dysphoria feel Y before they're old enough to know some of the worse things that pp have already mentioned.
If a man is going to assault or rape you he isn't going to go to the trouble of buying a dress and a wig and calling himself Jessica.
You are aware this is the same type of logic that has been used for decades to dismiss victims who are harmed by medical professionals, members of the clergy, and others who are seen to have made too much of an effort to be abusers, right?
As someone who was raped in a hospital by a medical professional, I can assure I don't think that's why such a person got into the field, I have no idea why and I don't really care, but it's been shown time and again that yes, when in a position where one can have power over someone vulnerable that it can reveal the worst in someone. In this case, we're discussing changing rooms where the power is just probably being stronger, but that can be enough.
We need to ensure that facilities are made and managed in such a way to ensure people's safety -- mixed sex facilities are riskier, there is no doubt in the data on that. There are ways to mitigate that risk to make them safer, though it would take a lot more effort than 'live and let live'.