This is so not a good thing, especially if you're heading in the MtF direction.
It's not just the fact that you're descending to their level, or fighting fire with fire, but you're also responding in a way which is atypical for most women and this in itself will only serve to escalate the conflict and provoke further hostility and prejudice.
Most misgenderings are unintentional or come about as a result of ignorance, but when they don't there's usually a payoff involved. When you respond in this way you either create a conflict which shouldn't have existed in the first place or you give that person the payoff and encouragement to do it again.
Women don't just have a thicker skin but by and large they keep a tighter hold on their dignity. You might find it better to choose not to throw your's away quite so easily.