I tell them that people who do not experience gender dysphoria cannot fully understand it. They don't need to understand why, as long as they respect our decision that we need to.
In my experience, it is men who seem to struggle with it. I ask them, "What if every time you looked in the mirror, you saw a woman's reflection instead of your own?" Most agree that it would freak them out. I tell them, "Now you are beginning to understand why we feel we need to transition."