I'm sorry I can't tell you why you are having this fantasy. I personally doubt there's any way to know for sure. But I noticed no one had replied to your post. So I thought I would.

I myself have waged a life-long struggle with gender identity disorder. Some of my earliest memories in life are related to this & I still struggle with it to this day. Where did it come from? Why did I develop it? Yes, there are theories out there as to why something like this occurs. But the reality is no one really knows for sure.

From my perspective, I think the important question here isn't why you have these fantasies but rather what can you do about it. Fantasies are just fantasies. Everyone has them. Some people develop fetishes. No one really knows why this occurs either. And the general consensus of opinion on them seems to be that the best solution for them is to simply indulge them in as safe & discrete a manner as possible since there really seems to be no effective cure for them. Perhaps this is the case with your fantasies as well. If you can find some safe & discrete way to express them, perhaps that may be the best solution?

What's significant here, it seems to me, may be the anxiety that having these fantasies is causing you. So, at least from my perspective, that may be what needs to be addressed. And perhaps the best way to do that is with the help of a therapist or psychologist who has experience working with people who struggle with sex-related fantasies. (Talking all of this through, at-length & in-depth may be the best way to relieve the anxiety & fear you're carrying around. You may still have the fantasies. But at least you can, perhaps, be relieved of the anxiety & fear that surrounds them.)

I see you list your location as "saudi". So I presume you're in Saudi Arabia? I obviously don't know what would be available to you there in the way of mental health therapy services. But my personal opinion at least would be that, in some way or another, you may need to find a way to talk through all of this so that you can make peace with it. (Perhaps on-line therapy services might be an option if there's nothing available where you live.) Continuing to allow all of it to simply rattle around in your mind, so to speak, may I fear be a prescription for ongoing anxiety & fear. I wish you well...