Is it possible that your therapist is not trying to diagnose you as being transgender, but feels that the topic is something that hasn't been explored properly, that your reaction hasn't been adequate for them to believe you fully believe it or thinks that because you have (presumably) brought up the topic of your stereotypical male interests and thoughts that you yourself are bothered or puzzled by it? Have you given your therapist a clear and unmistakeable message that you have considered their opinion but you are not transgender?