There are even scientists beavering away trying to solve such problems; coming up with ideas such as androgen receptors, brain stems, even DNA. The trouble is, what is known as "publication bias"; the fact that if a study produces no link between something and being trans then it is unlikely to be published, makes the small number of studies which are published (and usually subesquently discredited) seem less noteworthy.
However, there is a much more plausible and simpler explanation for the existence of transgender people, and it comes form the work of the Professor of Biology at Stanford University, Joan Rougharden. Her detailed analysis of nature and the way most of the animal kingdom and almost all of the plant life on this planet do not fit the pattern of fixed, stable sex categories or gender identities suggests that our view of the world is not what it ought to be. In fact Roughgarden is seriously critical of biolgists from Darwin onwards, for the way they have presented social, sexual and gendered life within the animal kingdom. It is not by chance that animal social and gendered behaviour, if you look at Origin of Species, resembles that of middle-class southern England in the 1850s. The animal kingdom has been viewed through the lens of existing social expectations of gendered behaviour by biologists and zoologists for at least 150 years. It is this bias which has done such harm to our perceptions of ourselves as a species. The bigoted, the narrow-minded and the outright vicious have used biology to argue that cisgendered heterosexual monogamy is natural and as such should be considered 'normal' and anyone whose life does not fit this must be at best deviant, at worst criminal or evil.
The fact that these justifications for bigotry and hatred were based on a fiction is only now beginning to come out. Strangely, whenever a natural history programme, or school textbook wants to talk about our nearest relatives on the evolutionary chain, they refer to chimpanzees. The social life of chimpanzees is conveniently close to that which the rich and powerful in capitalist society would like our society to be. They are fiercely competitive to the point of being violent towards each other, very territorial, heterosexual and selfish, the perfect image for human societies such as the laissez-faire, 'liberal' unregulated capitalist ones would like to project as natural, and without alternative.
The problem is that, of course, chimpanzees are not solely our closest relatives, they are jointly closest along with the bonobos. You don't hear so much about bonobos do you? There's a reason for that: Bonobos live in sharing, cooperative, collaborative and peaceful communities, and not only that, they enjoy intense and varied sex lives, all of them being bisexual. This image does not suit the controllers of our society and as such we hear very little of them.
Similarly we hear very little about animals whose gender structures that differ from ours. The image of the coy female attracted to the biggest and most aggressive alpha male is a myth not borne out by reality. In some species there are multiple genders - such as one type of salmon which has three male genders and two female genders, and in some species the female in not coy she is aggressive, and in some she isn't interested in having a strong, handsome male as the father of her offspring, she wants a male who will help her care for them. In some species the male and female enjoy a family life lasting only 10 minutes, spending the rest of the time either in single-sex company or alone. The cis-het nuclear family suddenly doesn't appear so natural any more.
So what does all this have to do with gender identity? Well the answer is that what humans perceive as the binary gender system, has nothing to do with what is natural. The binary gender system is a social construct, like nationality or class. In fact humanity is naturally a very diverse species. In fact it would be bizzarre to assume that we were not much more diverse in every way compared to all other species on this Earth, after all, we posess larger brains than any other animal with the possible exception of dolphins, who of course do not posess the ability to communicate or create and use technology in the same way we do. As such it would be unreasonable to expect humans not to be extremely diverse, given that the animal kingdom is very diverse, especially from the point of view of gender identity and expression.
So, from my point of view, transgender people are not to be explained by theories of social depravation as young children, or by pre-natal occurences or hormone imbalences or other physical damage. We are transgender because being transgender is a natural element of humanity. There is no explanation for our existence which is not the same as any explanation for the existence of any other human being. We exist because the human race naturally has transgender people in it. There is nothing unnatural about being transgender, trans people, in that respect, are no different from anyone else.
What is unnatural however, is the gender binary system which most societies live by and which most of us expect to fit into, and which expects all 6 billion people on this planet to fit neatly into its two categories. It is this which is unnatural not us. It is time people woke up and realised this. Transgender is natural. Binary gender is not.