Insensitivity is some people's way of dealing with things they themselves can't deal with. That said if he doesn't even know you're trans, all he's really guilty of is crude comments without knowing they are especially offensive to you or why. You either have to learn to ignore his humor, or tell him it is unacceptable.

What confuses me is this:

QuoteHe's a good and caring father

QuoteSometimes I wonder why my dad married a woman too. I think sexist men only see women as sexual objects.

If he's a good and caring father, I doubt he only sees women as sexual objects. How could he see you only as an object yet be good and care for you as a father at the same time? What he has is a difference of opinion and a different threshold of offense by the sound of it.

One can be a good caring father but be sexist at the same time - he can be good and nice until he makes comments about female bodied individuals. Why not? Maybe he only respects his kids but not the others. A father just can't see their kids as sexual objects if he's got a healthy sexuality, otherwise he'd be a deviant, and that'd be a pretty serious issue. Or maybe he just pretends to be macho and sexist when in reality he's not - because he challenges gender roles a lot with his behavior (cooking, doing the dishes, helping my mom with stuff).
It's also possible he somehow feels I'm male but he can't understand how it'd be possible, and that's because he's not aware of what transsexuality really is. I had people tell me they weren't surprised to learn I'm trans because "it's just so obvious you're a guy". The human mind is complex. You can't really know what's in a human being's head until they explicitly tell you, and even in that case, it could still be confusing.