How do you mean "some gay guys"? A haven't met any gays that I know of who don't consider themselves men. If they considered themselves women then they wouldn't identify as gay men.
Transexuals don't consider themselves to be homosexual men. They consider themselves as women who are in a body which is not appropriate to their gender identity, so they have a sex change.
If I was forced by some theoretical circumstance out of my control to have a sex change, I would not consider myself a heterosexual woman because I do not identify as a woman. I would feel like a man masquerading in a woman's body. The fact that (some) men would arouse me sexually, and women don't, is irrelevant.
Sexual orientation and gender identity are quite different. I have met men who are sexually attracted to women who have had sex changes and become lesbian women. Just because their body was male and they were attracted to women didn't mean that their gender identity was male.
Such people are not confused. To get a sex change you need to be approved by a psychologist. If confusion was the cause of this identity mix-up then sex reassignment surgery and hormone therapy would not be approved.