I am female—male and have had this issue as well, it is most unfortunately quite common being in a world where it is seen as a sign of respect by referring to patients and whoever as Ms, Mrs, Mr and bringing unnecessary attention to one's gender.
Especially during the very beginning of transitioning for a transgender individual it can cause quite confusion, not only for other people but for the individual.

At my Dr.'s office which is LGBT friendly and treats many trans people, there was an older women working as a secretary who thought that I was transitioning from male to female and thought she was being respectful by referring to me as female.

Thankfully in Ohio all that is required to change the gender marked on license and what not is just filling paperwork. I know insurance has a different approach depending on the insurer. For me the company was rather respectful and handled my case very professionally. I no longer have this issue.

But for individuals who are interest it is necessary that they do come up with a solution to avoid these instances, especially in an age where gender non-conforming and same sex marriage is becoming more widely accepted. But as a confirmed medical condition I am surprised that it is such an issue for companies. Being trans alone is still seen as a psychological anomaly but the addition of Gender Identity Dysphoria, thankfully no longer called a disorder, to the DSM-5 is to provide a basis for treatment and there is still a debate whether it should be considered a psychological or biological anomaly, or both.

In the end, insurance companies are a pain and can be very insensitive as there is a large lack of understanding and even awareness.