I'm sorry, but this wasn't a judgemental statement, I think. At least, not from pretty. It's a legitimate question, isn't it? It's a fact that military service, guns and such are masculine things. Does practicing that activity make a person more male? Not at all, and thinking so is what's wrong.
In my mind, the masculine/feminine character of an activity is strictly determined by the proportion of males/females practicing it, and the average opinion general society has of them. Judgement, of sorts, but the judgement of society in general. And it does not in any way imply the speaker shares it. The judgement of society is a fact, and however good or bad it is, I think it's appropriate to discuss it.
I don't think you should be angry at her like you seem to be. Did you misunderstand her intentions?
The "definition" of the concept of a masculine/feminine activity aside, I think pretty is on to something. MTF transsexuals like us were often forced, in one way or another, to assume a male role, and encouraged, to various degrees, to partake in activities deemed as male. Natal women, on the other hand, tend to be discouraged from those activities. Since people's interests are always influenced to some degree by people's opinions and preferences, as well as their own experience, that would explain a higher rate of male activity practice in MTFs than in cisgendered females.
Also, many of us, at some point, tried hard to be male in denial or to make sure they weren't guys, or were forced into "manning up" activities by family or friends that did not approve. As a result of such a situation, they might have tried things they weren't all that motivated to do, like joining a gun shooting club, which they, or their family considered manly. Then, even if it were a typically masculine activity and they were girls, trying it was liking it, and it stayed. In a way, maybe trans women have tried a statistically higher number of manly activities as most men (since those probably don't force themselves in manly things just because they are manly as much), and thus practice those activities more.
There's another possibility that it would be an effect of difference: a transsexual girl might feel she is already out of the field of normality, or has been "hardened" by obstacles, and thus would not care as much as the average person about doing something unpopular in girls just because she likes it.
Oh, and all of those "facts" are from my own mind, so they could very well be wrong.