Intersectionality is very important to my feminism. Women who are also discriminated against because of another (or several other) protected characteristic are clearly going to experience sexism very differently to women who are in the relatively fortunate position of "only" being subject to sexism.
In the specific case of intersectionality between the characteristics of sex and gender reassignment, I am most definitely concerned about the needs of people of the female sex who identify as Trans, who will sometimes be extremely vulnerable and will still be moving in a world that detects and discriminates against their female sex despite their assertions.
People whose protected characteristics do not include being female are irrelevant to intersectional feminism.
I can still be concerned about ensuring that trans women are also protected from discrimination but as they are males that isn't part of my feminism, it's an entirely separate thing like my concern for animal welfare, environmentalism or poverty.