I didn't think intolerance usually worked on that level. I thought intolerance was generally something that was either learned and internalized by example (in which case there's no "reason" it's simply "my tribe says gays are bad, I want to be a part of my tribe, so gays must be bad") rather than caused by any rational or even conscious thought process (such as "I don't want them to face further marginalization").
If "he" got a sex change, then the appropriate term would be "she", and post-op she's (mostly, there might be a few differences that you'd likely be unable to tell) female with all the female bits, so there's no general reason to specifically avoid her unless you're prejudiced against transgendered men and women.