Sten does speak to this. He says that nature assigns the role and even if we think that we should be something different, that is only our mind/soul being out of alignment with what nature intended. If we merely followed the role that nature intended, even if we think it's a role that we can't be happy with, we will actually find happiness by following the role assigned to us by nature as following this role will cause our mind/soul to return to its true alignment.
Thus a woman who thinks she is a man is simply suffering from having her mind being out of alignment with nature, but if she keeps up with being a woman, eventually her mind will return to its proper alignment and she will be happy with her role as a woman.
Not saying I really accept this, but that's Sten's explanation.
Of course one could also argue that sometimes nature screws up. I highly doubt that nature intended people to die from cancer, or even for cancer to exist, but it does. So the nature that the Qunari use to assign roles to each other isn't really perfect enough to actually assign the proper roles.
See the disconnect here is that people do not assign their own role. The Qun does. BUT the Qun is interpreted by the Priests. A good Tamasseran should be able to identify a trans person fairly early. It's a huge part of this perosn's identity.
A trans person does not 'think they are' something. They simply 'are.'
If the Qunari are sophisticated to assign deep spiritual meaning to something mundain as a sword I think they can get the concept of a trans person.
Remember the Qun isn't simply practical. It's religious. The Qun goes to your soul.
If your soul is a man why WOULDNT a priest assign you the role that best fits you?
Now. Had Krem decided he wanted to join the Qun but also bear children that would be very different. But a man acting as a man (is fighting under the Qun) should, shouldnt be such a big deal, right?