Good question - I had that one for my therapist early on.  Let me just throw this out to put this question in a more proper perspective.  This question implies that I had a choice to just continue life as a male or 'choose' to transition.  I have no more choice about being a transsexual than anyone else born with a particular condition.  So my choice is how to deal with it, and I 'choose' to fix it!  If you were born without an arm, well, you could lead a productive life without one still.  And adding an arm back in the 60s is not anywhere near as advanced as it is now.  Now that more advanced prosthetic devices are around, would you wonder why I chose to add a 2nd arm after all these years? 

I would never have been happy without transitioning, and more than likely would have fallen into clinical depression and alcoholism.  Just a guess, since I wisely avoided that option for 'treatment'.  I also felt, I had a few more years to live, so it's worth the effort.  My grandmothers lived to be 99, so I figure I'm not even at mid life yet!!