I would only feel cheated if I were forced to live out the rest of my life in torture, unsure of gender and hardly able to live off most foods and have osteoporosis, without the possibility to fix my body or get a new one overall. I think dreaming of something like that, and then going for it in the fullest and spending your whole life and ambition on doing so (especially when we're not light years away from the technology, and THEN dying without progress is cheated.
As for being born this way... I have no idea. If I didn't rip open my head to my own preferences I have before me, I'd still be a hyperactive little boy who could care less about running away and jumping into traffic. My 3 year old self.
So I guess that "I" might not BE ABLE to feel cheated cause the "I" wouldn't exist if it weren't for all of this dumb stuff.