I would think it's the policy because no one has ever questioned it. So question it, politely of course. Actually just point out the logical (or rather, illogical) aspect of requiring you to change with the men. Aside from the genital issues, do they require women they deem to be "less then women" to change away from the other women (or even with the men). It sounds like the issue is they don't want to create problems by having you change in the womens locker room, but its pretty clear there are going to be issues (especially as your transition progresses) with you changing in the mens room. Company policy may be what it is, but it may not even be you filing a complaint when the time comes. Meet them half way, ask is there a unisex area you could use to change. Univerisites in the past, for example, have designated areas as unisex to allow transgender students to dress/shower for phys ed type classes. Also, check the ADA to see if you can be covered under it (in some cases trangender is a protected class), then they MUST accomodate you.