The same thing everyone else gains by not being called by the wrong gender. It's really as simple as they're asking. Similarly if a kid was adopted, he might prefer to call his parents "Mom" and "Dad" rather than "Step-Mom" and "Step-Dad". Or if someone legally changed their name, and someone started calling them by their birth name just to tease them, they might get annoyed by it. If there was a big organized effort to call all men "she" or all women "he" then there would be a big fuss over it, so naturally there's a big fuss over it.