The conception of gender as socially constructed doesn't imply that gendered behaviour it can be entirely attributed to social conditioning. It's about how we understand and categorise human behaviour, and that individuals behavioural tendencies (natural and/or acquired) may not map to biologically-rooted social norms. The suggestion is that trans gender people would behave, at least to some extent, as they do in a genderless word in a gendered one, we just wouldn't conceive of this behaviour as being gendered. (The "to some extent" being an acknowledgement of the fact that trans people are as subject to the norms of the asserted identity as their assigned identity.)
(Transsexual people are a different matter, because that's about mind-body identification, which is most fundamentally a biological rather than social question.)