I thought a TW's gender was supposedly always 'woman', so there is a logic to saying a person doesn't change their gender.
If they've changed their body to be in line with their gender (whatever that means) then someone might think that means their physical sex has changed in some way.
Basically if you are trans, your gender is the innate gender you were born with, and your sex is the biological sex you were born with, so nothing actually changes or transitions. This is what has always puzzled me!
Unless you think 'gender' means clothes, appearance etc, but you'd be wrong - that's 'gender expression'.