Most don't, but there's a very vocal minority who do. The lady in the picture is Philomena Cunk, a well meaning reporter with a head full of bricks. She's a satirical character who makes fun of news media, pop culture, and political viewpoints. You shouldn't take anything she says entirely seriously. The meme only exists to make the point that people who think pretending to be trans is an effective troll hate trans people. Here's another example of the format which drag made a few hours ago: