Why should the military get strapped with the expenses and issues of this new idea that we can change our genders?

These "procedures" require a lot of ongoing medical work, including constant HRT.

The military rules a lot of "groups" out.

You cannot join the military if you have any medical conditions that require constant treatment or excessive accommodation (asthma, diabetes, even minor epileptics, permanent STD's/STI's (like HIV), people with cancer, etc.).

Apart from the more substantial question of how does taking on these folks improve combat effectiveness. 

What it will do in one sense is show how much accommodation has been done for women in the military in terms of degraded combat skills, as the Rand study of the Marine Corps experiment showed.