"Identifying as female" doesn't necessarily mean having female genitalia. Some women only spaces, such as changing rooms, are sex-specific rather than gender-specific.
The majority of changing rooms have individual cubicles.
If a changing room is sex-specific, then trans men must use women's changing rooms, while trans women must use men's changing room. The appearance would still remain of a man in the women's changing room and a woman in the men's changing room.