I posted something similar in the other topic, but it's relevant so I'll be partly re-treading my other post.
I'm a stright male who likes to play all the genders and sexualities available. I very much love the ability to play a character not based on reality, but usually as a concept in my own head. I often treat it similarly to writing a character for a story, at least on a conceptual level. I tend to develop my character more organically as the game goes along, thus, I don't play different genders strictly based on the available LIs. That said, I will also on occasion play.... a kind of self-insert. Not truly one, to the letter, but a character based a little less on concepts floating in my head and a little more like my own personality.
I enjoy having the freedom to do any and all of these things.
I also realize that, as a stright male, I have more freedom than a lot of other people simply to do all of this. It isn't that hard for me to understand why a female gamer would want to exclusively play a female character. Same for non-straight gamers. And especially for transgender gamers. For a lot of them, the ability to play a character that more closely exemplefies how they identify themselves is often irresistably inviting.
At the end of the day, there isn't a wrong way to play. Someone who feels comfortable playing a different gender and sexuality every time isn't any more correct than someone who feels comfortable playing the exact same character every time. Or anything in between. It's part of why games like this that give the player such flexibility in creating their own character have so much appeal.