A couple of decades ago before TG's were more out in the open and discussed in psychological literature, etc., it was my experience that many in the gay community believed that anyone who had a propensity for feminine things, or clothes, etc. was most likely gay. That, and the constant desire to reassure wives/girlfriends/prospective girlfriends that we TG's are sexually attracted to them are probably the two biggest reasons that cause many to state the "I'm not gay" line.
I've reached a point in my life, and have worked among the gay community for so long, that I just don't care what people think. Unless, I am interested in a GG, and then that is a different story.
I also think many of us, like in post 26, go through a process of discovery to figure out exactly where CDing fits into our lives and at that place, feel the need to put it out there about our sexual orientation.