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We wish to do so not only for our own vanity sakes, but because doing so could possibly save our lives one day.
One of the things people fail to realize is that we inherit the good and the bad with a gender transition. One of the things we inherited is the fact that all women, be they cisgender or transgender are moving targets for sexual assault, violence or worse.
While a transwoman wants to make sure as she's out and about in the world that she blends in as seamlessly as possible with it, you don't have 100% certainty that it's going to happen in every situation.
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Being a transwoman has this specter of death hovering over us in the background. If we end up in the wrong place at the wrong time we could die. If we're on a date and the person finds out we were born with male genitalia we could die. If we're on the operating table getting the neovagina we could potentially die from the SRS.
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We know that clothes, heels, hose and makeup don't make the woman, and that great women are made, not born as Simone de Beauvoir reminds us. Femininity is an internal, lifelong journey of discovery and evolution you embark on shaped by your accumulated life experiences good and bad.
But for a transwoman, it's never far from her mind that one wrong move could end in her demise.