They're probably fed with everybody seeing them for someone that they're not and when someone recognises you as you actually are is one of the best feelings.
But I don't use male pronouns for people because I assume that they "feel male", I use male pronouns because I observe that they have male bodies.
I have no way of knowing what a random stranger feels like.
It is debatable whether gendered pronouns, in general, make sense, anyway, but while we still use them they are best used to refer to what a person looks like, for example to save time in describing someone.
Besides ... people ARE their bodies. Unless you believe in reincarnation, in which case people are still tied to the body they inhabit this time. (Also, if you believe in reincarnation, women get reborn as men and vice versa all the time, so it really shouldn't be much of an issue)
If I had a knife stuck in my back, I would feel much discomfort at having a knife stuck in my back, but I would not wish to be "recognized" as a person who has no knife stuck in their back, I would wish for someone to help me get the knife out and sew the wound.
Maybe people pretending to not see the knife would help me to forget the pain for a while, but it would not be very effective - I would still know the knife is there, and the fact that no one would help me because everyone was busy pretending that I am already knife-free would make matters worse.