Thinking through it logically, surely the venn diagram of low threat men and men who respect women's spaces must have a pretty large overlap, thus bringing down the average threat level of the group of men happy to be called men?
Possibly. But such males would naturally not want to enter - respecting the space. Despite any feeling that they would be safer there. (And that's true - any male would be safer in a female space, not just transwomen.)
But if males are being permitted into such spaces anyway, then the equation changes, doesn't it?
It's no longer a female space - it is mixed. So the female-respecting men are no longer violating a female space. And, arguably, they might feel they would protect the women by providing balance - they know they're not a threat, but other males might be. So, they'd lower the "average threat level", as you say.
But further, I think a more-mixed space that properly acknowledges its mixedness is generally safer for women than a mainly-women space with a few space-violating males that is trying to pretend it's still female-only and applying female-only safeguarding rules.
A lone male in an otherwise female space is kind of the worst-case safety scenario, for women. So, at least to some extent, the more males the better. And if it got totally out of hand, they'd have to reinvent real female-only spaces, or at least abandon self-ID. Which would make everyone happy.
So given all that, what reason is there for any male not to request entry to a mixed-sex self-ID "female" space? Even if they don't believe they have a "female gender identity". Lots of actual women don't believe they have one either...