Naoto isn't trans she dresses as a boy to avoid the massive amounts of sexism in the Japanese police force. Her entire shadow wanting to change her body is an extension of that. She's more ashamed of her childlike side than what she'd got between her legs so the Shadow wants to make her a cool hero like on her TV shows. You know something a child would want.

Wow, imagine a boss that starts spoiling the plot if you don't beat him fast enough. Truly the ultimate evil.