My mother said the same thing when I found out she and my sister (and other siblings) routinely used my F name and F pronouns when referring to me. When I called them on it, my mother said that was what she named me, that's what she gave birth to, and that is how I would always be to her. After 2.5 years of transition. I told her it was very disrespectful to me. She kind of said, too bad.
I let it drop.
Due to other family issues, she has now changed her tune. All you can do is calmly state it is disrespectful if it bothers you (it does bother me) and let it drop. In time they will be the ones that look silly. My family has seen me interact with others who never knew me, and how they see and treat me as male, and that has helped as well.
Jay