Gender is not in-born; gender is socially constructed. Behavioral tendencies may be in-born, and those tendencies may be associated with a gender, or even expected of a gender. It's easy to see how it would be uncomfortable for a person's behavioral tendencies to differ from what is expected of their perceived gender.

People of different races also exhibit structural differences in their brains. There isn't enough data to determine whether this is due to genetics or environmental factors; but whether culture is the cause or effect of these differences, how is thinking you would feel more comfortable in a different culture fundamentally different from thinking you would feel more comfortable in a different body? Both are about the expectations that come with how you are perceived.