I have thought about this too. Even if the Wachowskis were not outright coerced by force to become trannies, they could have been mind-fucked over time to actually think that's what they wanted to do. Imagine all the TI programs we know about being directed at them constantly for years - that could break anyone's mind.
Or who knows, they might actually just be degenerate scumbags whose perversions took them over, after they became rich and famous. IIRC the movie they made prior to The Matrix was a drama about lesbian bondage sex, so it's probably not like these guys were 'normal' even before The Matrix.