But They'll Get Teased!
And yes, kids who act unusual do often get teased, and this can be very damaging to them emotionally. But does that really justify pressuring them to conform?
It's important to note that if their unusual behaviour is important to their identity (and hint: if they're really insistent on doing it, and they enjoy doing it, it probably is) then telling them to stop is itself psychologically damaging, no matter what your intentions are. Assuming you are successful in getting them to stop, then, the question is - is that more or less damaging than them getting bullied for this behaviour?
I don't have good data on this. But with another psychologically damaging activity - sexual abuse - research has found that the closer the child's relationship to the perpetrator, the worse the psychological impact on the child. Sexual abuse by a parent has been found to be the most damaging form of sexual abuse, because this is a person the child depends on for safety and security.
It seems likely that getting the message that 'who you are is not OK, you need to change' is likely to sting a lot more if it comes from a parent than from anyone else. And in many cases, what the bullies would have done is just a slightly less diplomatic version of what the parents are planning to do to protect against bullying. In which case, by having that message given by a parent instead of a peer, you're actually compounding the hurt.
There's also an element of risk that a lot of people fail to consider. What if you can't make them stop? What if they can't or won't stop, even with their own parent pressuring them? Or what if they stop some odd behaviours, but still seem odd for other reasons? (This is especially true if their atypical behaviour is due to a disability. Contrary to what ABA proponents tell you, simply educating a child does not make their disability go away.) In that case, you've hurt them psychologically, and they're still going to get bullied. Plus, because you've communicated that you agree with the bullies, the child is less likely to see you as a supportive figure they can turn to for help dealing with bullying - leaving them to deal with it alone.
Also, a note about intentions: your intentions matter a lot less than most people think. Good intentions do not always mean a lack of harm. I've heard of well-intentioned abusers on many occasions, such as black parents who physically abuse children in order to teach them to behave so the racist police won't shoot them. (That's actually a much better justification than avoiding bullying. Too bad it doesn't actually work.) Good intentions leading to harmful behaviour is especially common when dealing with kids who don't fit the norm and are different from their own parents, because quite often, parents simply don't understand what their child really needs.
Which is, I think, the real reason people use this justification. They don't understand. This behaviour seems strange, nonsensical and pointless to them, and they don't realize that to the person doing that behaviour, it makes perfect sense to do that. Maybe they simply enjoy the activity, or maybe it has some practical purpose, like helping reduce overload or lessening the painful feeling of having been born the wrong gender (some kids who act gender-nonconforming are actually transgender, others aren't). Or maybe it just seems so natural, it didn't occur to them that others would object to it. Meanwhile, their reasons for doing this behaviour are things that most people just plain don't experience, and which are often hard to explain and understand unless you've lived it yourself.
I'm not saying you should never force a person to act against their nature. But please remember that trying to tell someone to stop doing something important to their identity is harmful, and it had better be justified by risk of even greater harm. (For example, if I lived in Uganda, I'd tell my gay teen to stay in the closet.) You'd also better be sure that your approach will work, because otherwise, you'll just compound the problem.