It can help in certain circumstances, if you feel your gender is not represented well in the job you are going for it can mean they are forced to look at the resume first, at least, without judgement. Although most people have a name that gives away their gender anyway if they use it on the form. Some, like me, have neutral names that if you put on an app and don't disclose the gender gives them no clue whatsoever what you are before they meet you. In some jobs this can be an advantage, but is fairly useless if names give gender away.
When I'm filling out these things, I'll put "prefer not to disclose" over putting female, or just put male, but I'm not sure if it's much use to trans people. It doesn't feel like being inclusive, just something to do with the red tape.